+99.5%
U vs ED
+44.5%
+54.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +4.0% |
| 7D | +36.6% | +1.6% | +34.9% | +37.9% |
| 30D | +13.3% | +13.3% | 0.0% | +23.3% |
| 3M | +26.2% | +9.7% | +16.5% | +34.5% |
| 6M | +88.7% | +12.8% | +76.0% | +105.9% |
| YTD | +16.6% | +22.3% | -5.7% | +34.1% |
| 1Y | +29.0% | +26.3% | +2.7% | +50.8% |
| 3Y | +99.5% | +45.0% | +54.5% | +118.1% |
| All | +99.5% | +44.5% | +54.9% | +118.1% |
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 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