+356.1%
ALL vs ED
+104.2%
+251.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | -4.7% | +1.1% | -5.8% | -5.2% |
| 3M | +18.4% | +4.6% | +13.7% | +16.1% |
| 6M | +20.5% | -2.0% | +22.5% | +21.5% |
| YTD | +23.5% | +11.7% | +11.8% | +17.5% |
| 1Y | +29.0% | +15.7% | +13.2% | +20.7% |
| 3Y | +153.7% | +34.4% | +119.4% | +121.9% |
| 5Y | +114.8% | +67.3% | +47.5% | +70.1% |
| 10Y | +356.1% | +104.0% | +252.1% | +247.5% |
| All | +356.1% | +104.2% | +251.9% | +247.5% |
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