+23.9%
UL vs ED
+35.1%
-11.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | +0.9% | +1.1% | -0.2% | +0.4% |
| 3M | +14.2% | +4.6% | +9.6% | +12.3% |
| 6M | -3.2% | -2.0% | -1.2% | -2.6% |
| YTD | -0.3% | +11.7% | -12.0% | -4.7% |
| 1Y | -8.8% | +15.7% | -24.5% | -14.1% |
| 3Y | +23.9% | +34.4% | -10.5% | +12.5% |
| All | +23.9% | +35.1% | -11.3% | +12.5% |
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 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