+604.2%
COST vs ED
+109.0%
+495.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.5% | -1.9% | -0.6% | -1.9% |
| 30D | -4.4% | +0.1% | -4.5% | -4.5% |
| 3M | -8.1% | 0.0% | -8.1% | -8.1% |
| 6M | -9.2% | -2.5% | -6.7% | -8.6% |
| YTD | +5.1% | +10.1% | -5.0% | +2.0% |
| 1Y | -5.1% | +13.6% | -18.7% | -8.9% |
| 3Y | +70.4% | +32.4% | +37.9% | +53.4% |
| 5Y | +104.7% | +69.9% | +34.8% | +69.4% |
| All | +604.2% | +109.0% | +495.2% | +455.1% |
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