+104.0%
ED vs A
+237.5%
-133.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.3% |
| 7D | +0.5% | -2.1% | +2.6% | +0.8% |
| 30D | +1.1% | +0.6% | +0.5% | +0.9% |
| 3M | +4.6% | +10.9% | -6.2% | +2.8% |
| 6M | -2.0% | +28.2% | -30.1% | -6.3% |
| YTD | +11.7% | +8.6% | +3.1% | +9.6% |
| 1Y | +15.7% | +15.5% | +0.2% | +11.9% |
| 3Y | +34.4% | +31.8% | +2.6% | +23.7% |
| 5Y | +67.3% | -14.9% | +82.2% | +68.8% |
| 10Y | +104.0% | +237.8% | -133.8% | +46.4% |
| All | +104.0% | +237.5% | -133.4% | +46.4% |
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