+24.3%
W vs ED
+27.1%
-2.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.0% | +8.0% | +12.4% |
| 7D | +8.4% | +5.4% | +3.0% | +11.3% |
| 30D | +16.5% | +16.4% | +0.1% | +27.4% |
| 3M | +6.4% | +11.9% | -5.4% | +13.5% |
| 6M | +90.5% | +11.6% | +79.0% | +102.5% |
| YTD | +23.1% | +24.1% | -1.1% | +32.8% |
| 1Y | +24.3% | +26.9% | -2.6% | +33.7% |
| All | +24.3% | +27.1% | -2.8% | +33.7% |
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