+142.0%
W vs ED
+44.5%
+97.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -2.6% |
| 7D | -3.6% | +1.6% | -5.2% | -2.9% |
| 30D | +7.0% | +13.3% | -6.3% | +14.5% |
| 3M | +7.4% | +9.7% | -2.3% | +12.9% |
| 6M | +69.3% | +12.8% | +56.5% | +81.3% |
| YTD | +11.3% | +22.3% | -11.0% | +24.7% |
| 1Y | +13.2% | +26.3% | -13.1% | +28.9% |
| 3Y | +142.0% | +45.0% | +97.0% | +135.7% |
| All | +142.0% | +44.5% | +97.5% | +135.7% |
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 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