-8.7%
T vs ED
+24.9%
-33.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.3% |
| 7D | +2.6% | +2.1% | +0.5% | +1.4% |
| 30D | -1.1% | +12.4% | -13.5% | -6.6% |
| 3M | -7.7% | +13.1% | -20.9% | -13.2% |
| 6M | -10.6% | +14.1% | -24.7% | -16.1% |
| YTD | -7.5% | +23.1% | -30.5% | -14.2% |
| All | -8.7% | +24.9% | -33.6% | -15.6% |
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