+21.0%
PL vs ED
+24.8%
-3.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | +1.0% |
| 7D | +10.0% | +2.1% | +8.0% | +12.7% |
| 30D | -2.3% | +10.4% | -12.7% | +9.4% |
| 3M | -44.2% | +12.5% | -56.8% | -36.4% |
| 6M | -66.1% | +14.9% | -81.0% | -59.7% |
| YTD | -30.0% | +24.8% | -54.8% | -10.9% |
| 1Y | +21.0% | +23.8% | -2.8% | +55.0% |
| All | +21.0% | +24.8% | -3.7% | +55.0% |
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 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