-28.1%
DT vs ED
+71.7%
-99.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.0% |
| 7D | -4.9% | +0.5% | -5.4% | -4.8% |
| 30D | +2.7% | +1.1% | +1.6% | +2.8% |
| 3M | +20.0% | +4.6% | +15.3% | +20.4% |
| 6M | +28.0% | -2.0% | +30.0% | +28.1% |
| YTD | +16.0% | +11.7% | +4.3% | +16.5% |
| 1Y | +0.7% | +15.7% | -15.0% | +1.1% |
| 3Y | +6.2% | +34.4% | -28.2% | +3.7% |
| 5Y | -28.1% | +67.3% | -95.4% | -29.3% |
| All | -28.1% | +71.7% | -99.8% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling