-3.3%
PR vs ED
+12.6%
-15.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -4.8% |
| 7D | -16.5% | +5.2% | -21.7% | -16.6% |
| 30D | -4.5% | +15.5% | -20.0% | -6.2% |
| 3M | +8.5% | +13.0% | -4.5% | +6.8% |
| 6M | -3.3% | +13.1% | -16.4% | -3.0% |
| All | -3.3% | +12.6% | -15.9% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling