+20.2%
RF vs ED
+24.7%
-4.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -0.1% | -0.1% | -0.1% | -0.2% |
| 30D | +7.0% | +11.6% | -4.6% | +7.7% |
| 3M | -7.0% | +10.5% | -17.6% | -6.6% |
| 6M | +6.8% | +13.2% | -6.4% | +8.0% |
| YTD | +9.9% | +22.1% | -12.2% | +15.4% |
| All | +20.2% | +24.7% | -4.5% | +27.8% |
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 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