+176.6%
P vs ED
+44.5%
+132.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +1.3% |
| 7D | -23.8% | +1.6% | -25.5% | -22.2% |
| 30D | -36.6% | +13.3% | -49.9% | -28.4% |
| 3M | +10.9% | +9.7% | +1.2% | +21.6% |
| 6M | +30.0% | +12.8% | +17.2% | +47.5% |
| YTD | +44.4% | +22.3% | +22.1% | +76.9% |
| 1Y | +3.9% | +26.3% | -22.4% | +31.4% |
| 3Y | +176.6% | +45.0% | +131.6% | +271.0% |
| All | +176.6% | +44.5% | +132.0% | +271.0% |
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