+208.8%
C vs ED
+136.7%
+72.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | -0.4% | +2.1% | -2.5% | -0.8% |
| 30D | -5.2% | +12.4% | -17.6% | -7.7% |
| 3M | -9.1% | +13.1% | -22.2% | -11.7% |
| 6M | -1.6% | +14.1% | -15.6% | -4.8% |
| YTD | +6.9% | +23.1% | -16.1% | +0.9% |
| 1Y | +23.0% | +25.4% | -2.5% | +15.3% |
| 3Y | +216.1% | +47.9% | +168.3% | +176.3% |
| 5Y | +112.2% | +81.9% | +30.4% | +71.6% |
| 10Y | +208.8% | +141.3% | +67.5% | +166.2% |
| All | +208.8% | +136.7% | +72.1% | +166.2% |
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