+214.8%
B vs ED
+147.1%
+67.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.0% |
| 7D | -7.3% | +2.1% | -9.4% | -7.8% |
| 30D | -3.3% | +10.4% | -13.7% | -5.8% |
| 3M | -7.8% | +12.5% | -20.3% | -10.5% |
| 6M | -15.5% | +14.9% | -30.5% | -18.7% |
| YTD | -12.3% | +24.8% | -37.1% | -17.6% |
| 1Y | +5.4% | +23.8% | -18.5% | -0.9% |
| 3Y | +165.5% | +51.6% | +113.9% | +134.6% |
| 5Y | +107.0% | +86.4% | +20.6% | +75.1% |
| All | +214.8% | +147.1% | +67.7% | +110.3% |
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 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