+115.6%
DT vs ED
+63.1%
+52.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -2.5% | -1.9% | -0.7% | -2.4% |
| 30D | +3.5% | +0.1% | +3.4% | +3.5% |
| 3M | +26.7% | 0.0% | +26.7% | +26.6% |
| 6M | +36.1% | -2.5% | +38.6% | +36.3% |
| YTD | +18.6% | +10.1% | +8.5% | +17.3% |
| 1Y | +7.9% | +13.6% | -5.7% | +6.3% |
| 3Y | +8.6% | +32.4% | -23.9% | +3.2% |
| 5Y | -26.7% | +69.9% | -96.5% | -33.6% |
| All | +115.6% | +63.1% | +52.5% | +64.3% |
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