+403.1%
PL vs ED
+48.1%
+355.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.9% | -11.1% | -9.6% |
| 7D | -20.5% | +5.2% | -25.7% | -18.1% |
| 30D | -38.8% | +15.5% | -54.3% | -33.5% |
| 3M | -49.1% | +13.0% | -62.2% | -45.4% |
| 6M | -69.4% | +13.1% | -82.5% | -66.8% |
| YTD | -42.3% | +25.3% | -67.6% | -34.9% |
| 1Y | -14.2% | +30.5% | -44.7% | -1.8% |
| All | +403.1% | +48.1% | +355.0% | +386.9% |
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