+48.8%
D vs ED
+143.7%
-94.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -3.1% | -1.7% | -1.3% | -1.6% |
| 30D | +8.4% | +10.7% | -2.3% | -0.7% |
| 3M | +0.2% | +11.6% | -11.4% | -8.9% |
| 6M | +9.5% | +13.5% | -4.0% | -2.0% |
| YTD | +18.8% | +23.1% | -4.3% | -1.1% |
| 1Y | +14.7% | +23.1% | -8.4% | -4.6% |
| 3Y | +72.9% | +47.9% | +25.0% | +21.6% |
| 5Y | +13.1% | +83.9% | -70.8% | -34.5% |
| All | +48.8% | +143.7% | -94.9% | -31.7% |
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