-5.9%
DASH vs ED
+96.2%
-102.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.4% |
| 7D | -2.8% | +2.1% | -4.9% | -2.5% |
| 30D | -9.3% | +12.4% | -21.7% | -7.4% |
| 3M | -15.1% | +13.1% | -28.2% | -13.2% |
| 6M | +8.7% | +14.1% | -5.3% | +11.4% |
| YTD | -21.3% | +23.1% | -44.4% | -18.4% |
| 1Y | -12.7% | +25.4% | -38.1% | -9.2% |
| 3Y | +103.8% | +47.9% | +55.9% | +113.6% |
| 5Y | -16.8% | +81.9% | -98.7% | +0.2% |
| All | -5.9% | +96.2% | -102.2% | +25.1% |
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