+35.8%
XYZ vs ED
+24.8%
+11.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +3.3% |
| 7D | -1.1% | +2.1% | -3.1% | -0.4% |
| 30D | +11.5% | +10.4% | +1.1% | +16.7% |
| 3M | +1.8% | +12.5% | -10.8% | +7.6% |
| 6M | +21.2% | +14.9% | +6.3% | +31.3% |
| YTD | +29.9% | +24.8% | +5.1% | +49.2% |
| 1Y | +35.8% | +23.8% | +11.9% | +56.3% |
| All | +35.8% | +24.8% | +11.0% | +56.3% |
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