+218.3%
C vs ED
+141.1%
+77.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.4% | -0.9% | +0.5% | -0.2% |
| 30D | -5.3% | +11.2% | -16.5% | -7.6% |
| 3M | -8.0% | +11.8% | -19.8% | -10.4% |
| 6M | -0.3% | +14.1% | -14.3% | -3.6% |
| YTD | +8.6% | +23.0% | -14.3% | +2.6% |
| 1Y | +25.8% | +23.7% | +2.2% | +18.5% |
| 3Y | +221.2% | +47.7% | +173.4% | +180.7% |
| 5Y | +113.6% | +82.6% | +30.9% | +72.4% |
| 10Y | +218.3% | +141.8% | +76.6% | +175.7% |
| All | +218.3% | +141.1% | +77.2% | +175.7% |
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