+486.6%
COR vs ED
+136.7%
+349.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +2.4% | +2.1% | +0.3% | +1.5% |
| 30D | +7.7% | +12.4% | -4.7% | +2.3% |
| 3M | +7.5% | +13.1% | -5.6% | +1.8% |
| 6M | +34.1% | +14.1% | +20.1% | +26.6% |
| YTD | +3.9% | +23.1% | -19.2% | -5.1% |
| 1Y | -3.6% | +25.4% | -29.1% | -12.7% |
| 3Y | +80.5% | +47.9% | +32.7% | +51.4% |
| 5Y | +194.9% | +81.9% | +113.0% | +122.9% |
| 10Y | +486.6% | +141.3% | +345.4% | +324.4% |
| All | +486.6% | +136.7% | +349.9% | +324.4% |
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