+193.4%
B vs ED
+104.2%
+89.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +1.4% | +1.1% | +0.3% | +1.0% |
| 3M | +12.2% | +4.6% | +7.5% | +10.6% |
| 6M | -2.1% | -2.0% | -0.2% | -1.9% |
| YTD | +2.9% | +11.7% | -8.8% | -0.7% |
| 1Y | +55.3% | +15.7% | +39.6% | +47.8% |
| 3Y | +198.7% | +34.4% | +164.3% | +170.7% |
| 5Y | +153.8% | +67.3% | +86.5% | +118.0% |
| 10Y | +193.4% | +104.0% | +89.4% | +108.5% |
| All | +193.4% | +104.2% | +89.2% | +108.5% |
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