+25.3%
U vs ED
+24.2%
+1.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.2% |
| 7D | +2.8% | -1.7% | +4.5% | +0.9% |
| 30D | +7.6% | +10.7% | -3.1% | +23.2% |
| 3M | +12.7% | +11.6% | +1.0% | +30.2% |
| 6M | +87.0% | +13.5% | +73.5% | +124.5% |
| YTD | +13.6% | +23.1% | -9.5% | +71.9% |
| 1Y | +25.3% | +23.1% | +2.2% | +93.1% |
| All | +25.3% | +24.2% | +1.1% | +93.1% |
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