-10.9%
DOW vs ED
+67.3%
-78.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -6.0% | -0.2% | -5.8% | -6.0% |
| 30D | -2.7% | +1.9% | -4.7% | -3.4% |
| 3M | -10.5% | +1.9% | -12.3% | -11.1% |
| 6M | -12.4% | -2.3% | -10.2% | -11.8% |
| YTD | +30.0% | +10.9% | +19.1% | +24.6% |
| 1Y | +27.8% | +14.5% | +13.3% | +20.5% |
| 3Y | -34.9% | +33.4% | -68.3% | -44.0% |
| 5Y | -35.9% | +67.3% | -103.2% | -51.6% |
| All | -10.9% | +67.3% | -78.3% | -29.6% |
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