+47.6%
ON vs ED
+27.1%
+20.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | +1.0% |
| 7D | -5.8% | +5.4% | -11.2% | -0.7% |
| 30D | -17.1% | +16.4% | -33.5% | -3.5% |
| 3M | -11.8% | +11.9% | -23.7% | -1.3% |
| 6M | -30.2% | +11.6% | -41.7% | -20.6% |
| YTD | +31.6% | +24.1% | +7.5% | +63.2% |
| 1Y | +47.6% | +26.9% | +20.7% | +88.1% |
| All | +47.6% | +27.1% | +20.4% | +88.1% |
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