+104.5%
ED vs BR
+189.7%
-85.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.8% | -3.0% | +2.2% | 0.0% |
| 30D | -0.4% | -0.3% | -0.1% | -0.4% |
| 3M | +0.5% | +17.3% | -16.8% | -4.2% |
| 6M | -3.1% | -6.7% | +3.6% | -1.9% |
| YTD | +9.8% | -23.4% | +33.3% | +17.4% |
| 1Y | +12.6% | -32.7% | +45.2% | +25.1% |
| 3Y | +31.4% | -5.9% | +37.3% | +30.0% |
| 5Y | +69.4% | +8.4% | +61.0% | +57.4% |
| All | +104.5% | +189.7% | -85.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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