+41.6%
D vs ED
+129.3%
-87.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | +0.5% |
| 7D | +3.0% | +1.6% | +1.3% | +1.6% |
| 30D | +11.5% | +13.3% | -1.8% | +0.2% |
| 3M | +3.7% | +9.7% | -6.0% | -4.3% |
| 6M | +13.5% | +12.8% | +0.8% | +2.2% |
| YTD | +20.7% | +22.3% | -1.6% | +1.0% |
| 1Y | +18.2% | +26.3% | -8.1% | -3.8% |
| 3Y | +73.3% | +45.0% | +28.3% | +23.9% |
| 5Y | +12.3% | +80.2% | -67.9% | -33.8% |
| All | +41.6% | +129.3% | -87.7% | -31.9% |
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