+33.6%
TER vs ED
+25.7%
+7.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | +0.8% |
| 7D | -8.9% | +2.1% | -11.0% | -5.7% |
| 30D | -39.1% | +12.4% | -51.5% | -28.2% |
| 3M | -32.8% | +13.1% | -45.9% | -20.2% |
| 6M | -31.7% | +14.1% | -45.8% | -18.0% |
| YTD | +26.9% | +23.1% | +3.9% | +62.9% |
| 1Y | +33.6% | +25.4% | +8.1% | +76.5% |
| All | +33.6% | +25.7% | +7.9% | +76.5% |
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