+220.1%
C vs ED
+132.0%
+88.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -5.4% | +11.6% | -17.0% | -7.7% |
| 3M | -9.2% | +10.5% | -19.7% | -11.2% |
| 6M | -1.8% | +13.2% | -15.0% | -4.9% |
| YTD | +6.7% | +22.1% | -15.5% | +0.9% |
| 1Y | +23.5% | +24.2% | -0.6% | +16.2% |
| 3Y | +219.8% | +46.9% | +172.9% | +180.1% |
| 5Y | +112.4% | +80.8% | +31.6% | +72.3% |
| 10Y | +220.1% | +134.3% | +85.8% | +180.0% |
| All | +220.1% | +132.0% | +88.0% | +180.0% |
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