+18.9%
NET vs ED
+11.1%
+7.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | +0.7% |
| 7D | -16.4% | +5.4% | -21.7% | -11.2% |
| 30D | -25.8% | +16.4% | -42.2% | -12.6% |
| 3M | -11.5% | +11.9% | -23.4% | +0.7% |
| 6M | +18.9% | +11.6% | +7.4% | +39.7% |
| All | +18.9% | +11.1% | +7.8% | +39.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling