+216.9%
B vs ED
+143.7%
+73.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.3% | -3.2% |
| 7D | -6.2% | -1.7% | -4.5% | -5.8% |
| 30D | -6.6% | +10.7% | -17.3% | -9.0% |
| 3M | -7.9% | +11.6% | -19.5% | -10.5% |
| 6M | -16.8% | +13.5% | -30.3% | -19.7% |
| YTD | -11.7% | +23.1% | -34.8% | -16.8% |
| 1Y | +3.5% | +23.1% | -19.6% | -2.6% |
| 3Y | +165.7% | +47.9% | +117.8% | +136.3% |
| 5Y | +108.4% | +83.9% | +24.5% | +76.9% |
| All | +216.9% | +143.7% | +73.2% | +112.4% |
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