-7.8%
LOW vs ED
+35.1%
-42.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +0.4% | +0.5% | -0.2% | +0.2% |
| 30D | -10.1% | +1.1% | -11.2% | -10.4% |
| 3M | -2.9% | +4.6% | -7.5% | -3.9% |
| 6M | -19.4% | -2.0% | -17.4% | -19.1% |
| YTD | -15.4% | +11.7% | -27.1% | -17.9% |
| 1Y | -24.9% | +15.7% | -40.7% | -27.9% |
| 3Y | -7.8% | +34.4% | -42.2% | -18.7% |
| All | -7.8% | +35.1% | -42.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling