-7.4%
T vs ED
+24.8%
-32.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +2.0% | -0.9% | +2.9% | +2.4% |
| 30D | -1.0% | +11.2% | -12.2% | -6.1% |
| 3M | -8.1% | +11.8% | -19.9% | -13.0% |
| 6M | -8.3% | +14.1% | -22.4% | -13.9% |
| YTD | -6.1% | +23.0% | -29.1% | -12.9% |
| 1Y | -7.4% | +23.7% | -31.0% | -14.3% |
| All | -7.4% | +24.8% | -32.2% | -14.3% |
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