+24.0%
NDAQ vs ED
+24.2%
-0.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -0.9% |
| 7D | +1.7% | -1.7% | +3.4% | +1.7% |
| 30D | +16.2% | +10.7% | +5.5% | +16.7% |
| 3M | +14.0% | +11.6% | +2.3% | +14.6% |
| 6M | +22.3% | +13.5% | +8.8% | +23.9% |
| YTD | +13.0% | +23.1% | -10.1% | +16.8% |
| 1Y | +24.0% | +23.1% | +0.9% | +28.5% |
| All | +24.0% | +24.2% | -0.2% | +28.5% |
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