-46.2%
SE vs ED
+24.8%
-71.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.8% |
| 7D | -0.5% | +2.1% | -2.5% | +0.4% |
| 30D | -20.9% | +10.4% | -31.3% | -16.7% |
| 3M | -38.9% | +12.5% | -51.4% | -35.0% |
| 6M | -19.4% | +14.9% | -34.3% | -13.1% |
| YTD | -40.9% | +24.8% | -65.8% | -34.4% |
| 1Y | -46.2% | +23.8% | -70.0% | -39.9% |
| All | -46.2% | +24.8% | -71.0% | -39.9% |
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 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