+14.8%
W vs ED
+14.2%
+0.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +1.2% |
| 7D | +6.5% | +0.5% | +6.0% | +6.9% |
| 30D | -6.2% | +1.1% | -7.3% | -5.4% |
| 3M | +48.9% | +4.6% | +44.2% | +55.7% |
| 6M | +31.2% | -2.0% | +33.2% | +30.1% |
| YTD | -0.4% | +11.7% | -12.1% | +7.4% |
| 1Y | +14.8% | +15.7% | -0.9% | +20.2% |
| All | +14.8% | +14.2% | +0.6% | +20.2% |
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