-79.0%
TE vs ED
+80.4%
-159.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.8% | -3.0% |
| 7D | -10.5% | -0.1% | -10.5% | -10.4% |
| 30D | -32.4% | +11.6% | -44.0% | -29.2% |
| 3M | -60.9% | +10.5% | -71.4% | -59.1% |
| 6M | -62.8% | +13.2% | -76.0% | -60.7% |
| YTD | -65.7% | +22.1% | -87.9% | -63.4% |
| 1Y | -39.9% | +24.2% | -64.0% | -35.7% |
| 3Y | +10.6% | +46.9% | -36.3% | +10.2% |
| All | -79.0% | +80.4% | -159.4% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling