+240.4%
TPR vs ED
+67.1%
+173.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -23.0% | -0.1% | -22.8% | -23.0% |
| 3M | -12.5% | +3.9% | -16.4% | -12.4% |
| 6M | -21.4% | -3.0% | -18.4% | -21.5% |
| YTD | -3.5% | +10.7% | -14.2% | -3.5% |
| 1Y | +17.4% | +13.3% | +4.0% | +17.3% |
| 3Y | +291.3% | +34.5% | +256.8% | +273.0% |
| All | +240.4% | +67.1% | +173.3% | +221.5% |
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 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