-53.2%
TE vs ED
+56.9%
-110.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.1% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | -15.9% | -0.1% | -15.8% | -15.9% |
| 3M | -60.5% | +3.9% | -64.5% | -60.2% |
| 6M | -35.2% | -3.0% | -32.2% | -35.1% |
| YTD | -31.1% | +10.7% | -41.8% | -30.2% |
| 1Y | +148.6% | +13.3% | +135.3% | +152.9% |
| 3Y | -26.4% | +34.5% | -60.9% | -26.6% |
| 5Y | -48.0% | +67.1% | -115.2% | -47.6% |
| All | -53.2% | +56.9% | -110.1% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling