+146.4%
ED vs A
+302.9%
-156.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.3% |
| 7D | +2.1% | -0.5% | +2.5% | +2.1% |
| 30D | +10.4% | 0.0% | +10.4% | +10.3% |
| 3M | +12.5% | +16.7% | -4.1% | +9.8% |
| 6M | +14.9% | +54.8% | -39.9% | +6.9% |
| YTD | +24.8% | +28.8% | -4.0% | +19.3% |
| 1Y | +23.8% | +19.3% | +4.5% | +19.8% |
| 3Y | +51.6% | +65.5% | -13.9% | +34.4% |
| 5Y | +86.4% | +12.1% | +74.4% | +78.2% |
| All | +146.4% | +302.9% | -156.5% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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