+18.4%
U vs ED
+27.1%
-8.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +8.8% |
| 7D | +7.5% | +5.4% | +2.1% | +15.2% |
| 30D | -7.0% | +16.4% | -23.4% | +15.6% |
| 3M | +20.6% | +11.9% | +8.7% | +41.1% |
| 6M | +53.2% | +11.6% | +41.6% | +79.0% |
| YTD | -3.9% | +24.1% | -28.0% | +58.0% |
| 1Y | +18.4% | +26.9% | -8.5% | +111.9% |
| All | +18.4% | +27.1% | -8.7% | +111.9% |
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