-16.6%
TE vs ED
+35.3%
-51.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.9% | +9.1% | +10.8% |
| 7D | +18.2% | +0.5% | +17.7% | +18.6% |
| 30D | -13.5% | +1.1% | -14.6% | -12.7% |
| 3M | -44.6% | +4.6% | -49.2% | -41.9% |
| 6M | -24.7% | -2.0% | -22.7% | -23.6% |
| YTD | -24.3% | +11.7% | -35.9% | -17.4% |
| 1Y | +155.6% | +15.7% | +139.8% | +185.3% |
| All | -16.6% | +35.3% | -51.9% | -15.9% |
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