+10.1%
NI vs ED
+24.8%
-14.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.3% |
| 7D | +4.3% | +2.1% | +2.2% | +3.0% |
| 30D | +12.4% | +10.4% | +2.0% | +5.5% |
| 3M | +10.2% | +12.5% | -2.4% | +2.1% |
| 6M | -0.8% | +14.9% | -15.7% | -9.0% |
| YTD | +13.2% | +24.8% | -11.6% | +0.3% |
| 1Y | +10.1% | +23.8% | -13.8% | -2.2% |
| All | +10.1% | +24.8% | -14.7% | -2.2% |
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