0.0%
W vs ED
+25.7%
-25.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.3% |
| 7D | +1.1% | +2.1% | -1.0% | +2.1% |
| 30D | +6.4% | +12.4% | -6.0% | +14.6% |
| 3M | +9.0% | +13.1% | -4.2% | +17.9% |
| 6M | +69.8% | +14.1% | +55.7% | +86.3% |
| YTD | +12.1% | +23.1% | -11.0% | +22.2% |
| 1Y | 0.0% | +25.4% | -25.4% | +9.0% |
| All | 0.0% | +25.7% | -25.7% | +9.0% |
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