+240.0%
SPOT vs ED
+35.1%
+204.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.4% |
| 7D | -2.9% | +0.5% | -3.4% | -2.7% |
| 30D | +8.3% | +1.1% | +7.2% | +8.6% |
| 3M | +5.1% | +4.6% | +0.4% | +6.2% |
| 6M | -6.5% | -2.0% | -4.5% | -6.8% |
| YTD | -9.0% | +11.7% | -20.7% | -6.1% |
| 1Y | -26.4% | +15.7% | -42.1% | -23.2% |
| 3Y | +240.0% | +34.4% | +205.7% | +262.7% |
| All | +240.0% | +35.1% | +204.9% | +262.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling