+398.1%
COR vs ED
+104.2%
+293.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | -1.9% | +0.5% | -2.4% | -2.1% |
| 30D | +1.5% | +1.1% | +0.4% | +1.0% |
| 3M | +18.7% | +4.6% | +14.0% | +16.5% |
| 6M | -9.0% | -2.0% | -7.1% | -8.2% |
| YTD | -3.3% | +11.7% | -15.0% | -7.6% |
| 1Y | +9.8% | +15.7% | -5.9% | +3.4% |
| 3Y | +87.4% | +34.4% | +53.0% | +64.7% |
| 5Y | +180.5% | +67.3% | +113.2% | +122.7% |
| 10Y | +398.1% | +104.0% | +294.1% | +297.8% |
| All | +398.1% | +104.2% | +293.9% | +297.8% |
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