+99.9%
PBR vs ED
+35.1%
+64.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.4% |
| 7D | +2.5% | +0.5% | +1.9% | +2.4% |
| 30D | +19.4% | +1.1% | +18.3% | +19.2% |
| 3M | +20.8% | +4.6% | +16.1% | +19.7% |
| 6M | +23.5% | -2.0% | +25.4% | +23.7% |
| YTD | +83.4% | +11.7% | +71.7% | +80.0% |
| 1Y | +77.6% | +15.7% | +61.8% | +73.1% |
| 3Y | +99.9% | +34.4% | +65.5% | +79.8% |
| All | +99.9% | +35.1% | +64.7% | +79.8% |
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