+200.9%
TER vs ED
+13.2%
+187.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +3.7% |
| 7D | +0.6% | -0.2% | +0.8% | +0.5% |
| 30D | -8.3% | -0.1% | -8.1% | -8.5% |
| 3M | -12.2% | +3.9% | -16.1% | -7.2% |
| 6M | +17.1% | -3.0% | +20.1% | +15.6% |
| YTD | +84.7% | +10.7% | +74.0% | +115.6% |
| All | +200.9% | +13.2% | +187.6% | +266.9% |
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 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