+449.1%
PL vs ED
+34.8%
+414.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.9% |
| 7D | -9.3% | -0.2% | -9.1% | -9.3% |
| 30D | -18.9% | -0.1% | -18.8% | -18.9% |
| 3M | -58.4% | +3.9% | -62.3% | -57.4% |
| 6M | -30.3% | -3.0% | -27.3% | -30.2% |
| YTD | -8.1% | +10.7% | -18.8% | -4.2% |
| 1Y | +180.5% | +13.3% | +167.2% | +194.9% |
| All | +449.1% | +34.8% | +414.2% | +402.8% |
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