+54.6%
TER vs ED
+80.7%
-26.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +4.9% | +1.8% |
| 7D | -20.5% | +1.6% | -22.1% | -19.9% |
| 30D | -47.0% | +13.3% | -60.3% | -44.9% |
| 3M | -43.3% | +9.7% | -53.0% | -41.5% |
| 6M | -42.9% | +12.8% | -55.7% | -40.6% |
| YTD | +12.9% | +22.3% | -9.4% | +18.5% |
| 1Y | +18.2% | +26.3% | -8.1% | +24.6% |
| 3Y | +151.8% | +45.0% | +106.8% | +154.2% |
| All | +54.6% | +80.7% | -26.1% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling