+82.3%
DT vs ED
+82.3%
+0.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.1% |
| 7D | -7.5% | +2.1% | -9.6% | -7.6% |
| 30D | -31.5% | +12.4% | -43.9% | -32.0% |
| 3M | -14.0% | +13.1% | -27.1% | -14.7% |
| 6M | +6.9% | +14.1% | -7.2% | +5.9% |
| YTD | +0.3% | +23.1% | -22.7% | -1.4% |
| 1Y | -6.9% | +25.4% | -32.4% | -8.8% |
| 3Y | -13.9% | +47.9% | -61.7% | -18.6% |
| 5Y | -39.9% | +81.9% | -121.8% | -45.5% |
| All | +82.3% | +82.3% | +0.1% | +38.0% |
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