+21.2%
RF vs ED
+26.3%
-5.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.4% |
| 7D | -0.9% | +1.6% | -2.6% | -0.9% |
| 30D | +6.0% | +13.3% | -7.3% | +6.7% |
| 3M | -8.9% | +9.7% | -18.6% | -8.6% |
| 6M | +2.3% | +12.8% | -10.4% | +3.2% |
| YTD | +7.6% | +22.3% | -14.8% | +12.0% |
| 1Y | +21.2% | +26.3% | -5.1% | +28.1% |
| All | +21.2% | +26.3% | -5.2% | +28.1% |
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