+26.6%
LOW vs ED
+47.3%
-20.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +8.7% | +2.1% | +6.6% | +8.0% |
| 30D | +25.5% | +12.4% | +13.0% | +21.5% |
| 3M | +6.6% | +13.1% | -6.5% | +3.0% |
| 6M | +2.4% | +14.1% | -11.6% | -1.1% |
| YTD | -1.7% | +23.1% | -24.8% | -7.0% |
| 1Y | +1.7% | +25.4% | -23.8% | -4.4% |
| 3Y | +26.6% | +47.9% | -21.3% | +5.6% |
| All | +26.6% | +47.3% | -20.7% | +5.6% |
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