+72.9%
PBR vs ED
+27.1%
+45.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.0% | -10.0% | -7.3% |
| 7D | -11.0% | +5.4% | -16.4% | -11.7% |
| 30D | -18.8% | +16.4% | -35.1% | -20.7% |
| 3M | +7.8% | +11.9% | -4.1% | +6.1% |
| 6M | -7.6% | +11.6% | -19.1% | -9.1% |
| YTD | +72.7% | +24.1% | +48.5% | +64.6% |
| 1Y | +72.9% | +26.9% | +46.1% | +64.7% |
| All | +72.9% | +27.1% | +45.8% | +64.7% |
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