+141.8%
ED vs CAPR
-59.1%
+200.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +26.5% | -26.6% | 0.0% |
| 7D | -0.9% | +25.8% | -26.7% | -0.9% |
| 30D | +11.2% | +50.2% | -39.0% | +11.2% |
| 3M | +11.8% | +185.5% | -173.7% | +11.9% |
| 6M | +14.1% | -64.8% | +78.9% | +14.0% |
| YTD | +23.0% | -61.1% | +84.1% | +22.9% |
| 1Y | +23.7% | +81.0% | -57.3% | +24.2% |
| 3Y | +47.7% | +300.7% | -253.0% | +48.7% |
| 5Y | +82.6% | +223.3% | -140.7% | +83.9% |
| 10Y | +141.8% | -58.8% | +200.5% | +141.3% |
| All | +141.8% | -59.1% | +200.8% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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