+59.6%
T vs ED
+44.5%
+15.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | +0.4% |
| 7D | +1.0% | +1.6% | -0.6% | +0.1% |
| 30D | -10.6% | +13.3% | -23.9% | -16.4% |
| 3M | -7.7% | +9.7% | -17.5% | -12.3% |
| 6M | -13.3% | +12.8% | -26.1% | -18.9% |
| YTD | -8.8% | +22.3% | -31.1% | -18.4% |
| 1Y | -8.4% | +26.3% | -34.7% | -19.6% |
| 3Y | +59.6% | +45.0% | +14.6% | +32.7% |
| All | +59.6% | +44.5% | +15.1% | +32.7% |
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