+363.8%
ALL vs ED
+132.0%
+231.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.9% | -0.1% | -3.8% | -3.8% |
| 30D | +10.6% | +11.6% | -1.0% | +5.4% |
| 3M | -4.6% | +10.5% | -15.1% | -8.7% |
| 6M | +20.2% | +13.2% | +7.0% | +13.8% |
| YTD | +23.7% | +22.1% | +1.6% | +13.1% |
| 1Y | +27.9% | +24.2% | +3.7% | +16.0% |
| 3Y | +109.2% | +46.9% | +62.2% | +75.7% |
| 5Y | +148.0% | +80.8% | +67.2% | +89.3% |
| 10Y | +363.8% | +134.3% | +229.5% | +240.7% |
| All | +363.8% | +132.0% | +231.7% | +240.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling