+43.8%
D vs ED
+132.0%
-88.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +0.8% | -0.1% | +0.8% | +0.9% |
| 30D | +10.7% | +11.6% | -0.9% | +0.8% |
| 3M | +2.3% | +10.5% | -8.3% | -6.2% |
| 6M | +12.5% | +13.2% | -0.7% | +0.9% |
| YTD | +20.1% | +22.1% | -2.0% | +0.6% |
| 1Y | +15.6% | +24.2% | -8.6% | -4.6% |
| 3Y | +75.2% | +46.9% | +28.3% | +23.8% |
| 5Y | +14.6% | +80.8% | -66.2% | -32.7% |
| 10Y | +43.8% | +134.3% | -90.5% | -32.8% |
| All | +43.8% | +132.0% | -88.3% | -32.8% |
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