-80.5%
TE vs ED
+77.0%
-157.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -2.7% |
| 7D | -19.1% | +2.1% | -21.1% | -18.7% |
| 30D | -34.1% | +10.4% | -44.5% | -32.6% |
| 3M | -60.1% | +12.5% | -72.7% | -59.0% |
| 6M | -66.0% | +14.9% | -80.9% | -64.8% |
| YTD | -71.4% | +24.8% | -96.2% | -70.2% |
| 1Y | -45.3% | +23.8% | -69.1% | -42.9% |
| 3Y | +9.1% | +51.6% | -42.5% | +11.9% |
| 5Y | -82.6% | +86.4% | -169.0% | -82.0% |
| All | -80.5% | +77.0% | -157.5% | -79.8% |
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