+74.8%
PBR vs ED
+13.6%
+61.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +4.2% | -1.9% | +6.1% | +4.5% |
| 30D | +22.7% | +0.1% | +22.6% | +22.7% |
| 3M | +21.5% | 0.0% | +21.5% | +21.2% |
| 6M | +24.0% | -2.5% | +26.5% | +24.3% |
| YTD | +88.2% | +10.1% | +78.1% | +85.4% |
| 1Y | +74.8% | +13.6% | +61.2% | +69.1% |
| All | +74.8% | +13.6% | +61.2% | +69.1% |
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