+854.6%
DE vs ED
+109.0%
+745.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -2.4% | -1.9% | -0.5% | -1.9% |
| 30D | +9.7% | +0.1% | +9.6% | +9.6% |
| 3M | +21.4% | 0.0% | +21.4% | +21.2% |
| 6M | +15.0% | -2.5% | +17.5% | +15.5% |
| YTD | +46.4% | +10.1% | +36.3% | +42.4% |
| 1Y | +45.6% | +13.6% | +32.0% | +40.2% |
| 3Y | +76.8% | +32.4% | +44.3% | +61.4% |
| 5Y | +99.4% | +69.9% | +29.6% | +68.9% |
| All | +854.6% | +109.0% | +745.5% | +722.8% |
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