-10.2%
DOW vs ED
+66.1%
-76.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -2.4% | -1.9% | -0.5% | -1.7% |
| 30D | -4.1% | +0.1% | -4.2% | -4.1% |
| 3M | -12.4% | 0.0% | -12.4% | -12.5% |
| 6M | -10.6% | -2.5% | -8.1% | -9.9% |
| YTD | +31.1% | +10.1% | +21.0% | +26.0% |
| 1Y | +30.5% | +13.6% | +16.9% | +23.4% |
| 3Y | -34.4% | +32.4% | -66.8% | -43.4% |
| 5Y | -35.5% | +69.9% | -105.4% | -51.7% |
| All | -10.2% | +66.1% | -76.4% | -28.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling