-17.1%
NOW vs ED
+47.4%
-64.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.7% |
| 7D | -3.1% | -0.1% | -3.0% | -3.0% |
| 30D | -27.0% | +11.6% | -38.6% | -22.7% |
| 3M | -17.7% | +10.5% | -28.3% | -13.1% |
| 6M | +12.7% | +13.2% | -0.5% | +21.1% |
| YTD | -32.9% | +22.1% | -55.1% | -25.0% |
| 1Y | -40.4% | +24.2% | -64.5% | -32.8% |
| 3Y | -17.1% | +46.9% | -64.0% | -1.9% |
| All | -17.1% | +47.4% | -64.5% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling