+1,008.9%
BE vs ED
+88.0%
+920.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.9% | +8.7% | +9.7% |
| 7D | +29.8% | +0.5% | +29.2% | +29.8% |
| 30D | +26.4% | +1.1% | +25.3% | +26.4% |
| 3M | +9.3% | +4.6% | +4.7% | +9.2% |
| 6M | +105.1% | -2.0% | +107.0% | +105.0% |
| YTD | +219.0% | +11.7% | +207.4% | +217.3% |
| 1Y | +418.8% | +15.7% | +403.0% | +413.5% |
| 3Y | +1,784.6% | +34.4% | +1,750.2% | +1,704.5% |
| 5Y | +1,251.0% | +67.3% | +1,183.7% | +1,195.1% |
| All | +1,008.9% | +88.0% | +920.9% | +1,153.1% |
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