-31.8%
LVS vs ED
+27.1%
-58.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.5% | +6.9% |
| 7D | +13.4% | +5.4% | +8.0% | +14.4% |
| 30D | +12.2% | +16.4% | -4.2% | +15.8% |
| 3M | -10.7% | +11.9% | -22.6% | -8.8% |
| 6M | -19.8% | +11.6% | -31.4% | -17.8% |
| YTD | -35.8% | +24.1% | -59.9% | -33.0% |
| 1Y | -31.8% | +26.9% | -58.7% | -28.4% |
| All | -31.8% | +27.1% | -58.9% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling