+150.9%
CI vs ED
+141.1%
+9.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.3% | -0.9% | -0.4% | -0.9% |
| 30D | +6.4% | +11.2% | -4.8% | +1.8% |
| 3M | +10.7% | +11.8% | -1.1% | +5.6% |
| 6M | +5.5% | +14.1% | -8.6% | -0.3% |
| YTD | +11.4% | +23.0% | -11.6% | +1.6% |
| 1Y | +15.0% | +23.7% | -8.6% | +4.6% |
| 3Y | +9.0% | +47.7% | -38.8% | -8.8% |
| 5Y | +52.0% | +82.6% | -30.7% | +15.0% |
| 10Y | +150.9% | +141.8% | +9.2% | +85.9% |
| All | +150.9% | +141.1% | +9.8% | +85.9% |
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