-5.2%
DASH vs ED
+95.0%
-100.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | -0.5% |
| 7D | +0.4% | +1.6% | -1.3% | +0.6% |
| 30D | -6.0% | +13.3% | -19.4% | -3.9% |
| 3M | -15.8% | +9.7% | -25.5% | -14.4% |
| 6M | +7.0% | +12.8% | -5.8% | +9.4% |
| YTD | -20.7% | +22.3% | -43.0% | -17.8% |
| 1Y | -8.5% | +26.3% | -34.8% | -4.8% |
| 3Y | +101.8% | +45.0% | +56.8% | +111.2% |
| 5Y | -9.6% | +80.2% | -89.8% | +8.6% |
| All | -5.2% | +95.0% | -100.2% | +26.0% |
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