+147.7%
P vs ED
+34.8%
+112.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +0.3% |
| 7D | +6.5% | -0.2% | +6.7% | +6.3% |
| 30D | +18.8% | -0.1% | +19.0% | +18.6% |
| 3M | +26.7% | +3.9% | +22.8% | +31.6% |
| 6M | +62.2% | -3.0% | +65.2% | +60.1% |
| YTD | +48.5% | +10.7% | +37.8% | +63.3% |
| 1Y | +26.4% | +13.3% | +13.1% | +42.6% |
| All | +147.7% | +34.8% | +112.9% | +194.2% |
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 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