-40.3%
NOW vs ED
+24.8%
-65.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.2% | +3.1% |
| 7D | -5.6% | -0.9% | -4.6% | -6.1% |
| 30D | -26.8% | +11.2% | -38.0% | -20.3% |
| 3M | -19.4% | +11.8% | -31.2% | -11.9% |
| 6M | +12.3% | +14.1% | -1.8% | +27.2% |
| YTD | -32.9% | +23.0% | -55.9% | -15.9% |
| 1Y | -40.3% | +23.7% | -64.0% | -24.1% |
| All | -40.3% | +24.8% | -65.1% | -24.1% |
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