+141.9%
ED vs A
+311.0%
-169.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +0.9% |
| 7D | +2.1% | +1.4% | +0.7% | +1.9% |
| 30D | +12.4% | +4.3% | +8.1% | +11.6% |
| 3M | +13.1% | +19.8% | -6.7% | +9.9% |
| 6M | +14.1% | +54.4% | -40.3% | +6.2% |
| YTD | +23.1% | +31.7% | -8.7% | +17.2% |
| 1Y | +25.4% | +22.4% | +3.0% | +20.9% |
| 3Y | +47.9% | +67.7% | -19.8% | +30.9% |
| 5Y | +81.9% | +15.7% | +66.1% | +72.9% |
| All | +141.9% | +311.0% | -169.0% | +72.9% |
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