+143.0%
ED vs CHD
+191.9%
-48.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | +10.7% | +11.6% | -0.9% | +5.8% |
| 3M | +11.6% | +10.7% | +0.9% | +6.9% |
| 6M | +13.5% | +20.2% | -6.7% | +4.7% |
| YTD | +23.1% | +34.5% | -11.4% | +7.9% |
| 1Y | +23.1% | +32.6% | -9.5% | +8.4% |
| 3Y | +47.9% | +29.1% | +18.8% | +30.2% |
| 5Y | +83.9% | +31.5% | +52.4% | +57.3% |
| All | +143.0% | +191.9% | -48.9% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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