-78.0%
SE vs ED
+80.7%
-158.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | -0.3% |
| 7D | +2.0% | +1.6% | +0.4% | +2.3% |
| 30D | -20.0% | +13.3% | -33.3% | -17.9% |
| 3M | -31.8% | +9.7% | -41.5% | -30.4% |
| 6M | -15.9% | +12.8% | -28.7% | -13.6% |
| YTD | -40.6% | +22.3% | -62.9% | -38.2% |
| 1Y | -50.7% | +26.3% | -77.0% | -48.4% |
| 3Y | +70.3% | +45.0% | +25.3% | +77.2% |
| All | -78.0% | +80.7% | -158.7% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling