-16.3%
NOW vs ED
+44.5%
-60.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -1.6% |
| 7D | -3.0% | +1.6% | -4.6% | -2.1% |
| 30D | -26.0% | +13.3% | -39.3% | -21.0% |
| 3M | -13.1% | +9.7% | -22.8% | -8.6% |
| 6M | +14.5% | +12.8% | +1.7% | +22.8% |
| YTD | -33.4% | +22.3% | -55.7% | -25.5% |
| 1Y | -40.6% | +26.3% | -66.9% | -32.6% |
| 3Y | -16.3% | +45.0% | -61.3% | -0.4% |
| All | -16.3% | +44.5% | -60.9% | -0.4% |
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