+43.2%
TER vs ED
+27.1%
+16.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.0% | -9.8% | -2.7% |
| 7D | -19.9% | +5.4% | -25.3% | -13.5% |
| 30D | -43.5% | +16.4% | -59.9% | -30.5% |
| 3M | -37.8% | +11.9% | -49.7% | -27.2% |
| 6M | -25.6% | +11.6% | -37.1% | -11.3% |
| YTD | +29.8% | +24.1% | +5.7% | +72.4% |
| 1Y | +43.2% | +26.9% | +16.3% | +97.6% |
| All | +43.2% | +27.1% | +16.1% | +97.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling