+151.8%
TER vs ED
+44.5%
+107.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +4.9% | +0.6% |
| 7D | -20.5% | +1.6% | -22.1% | -19.0% |
| 30D | -47.0% | +13.3% | -60.3% | -40.9% |
| 3M | -43.3% | +9.7% | -53.0% | -38.3% |
| 6M | -42.9% | +12.8% | -55.7% | -36.0% |
| YTD | +12.9% | +22.3% | -9.4% | +33.1% |
| 1Y | +18.2% | +26.3% | -8.1% | +42.5% |
| 3Y | +151.8% | +45.0% | +106.8% | +205.5% |
| All | +151.8% | +44.5% | +107.2% | +205.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling