+105.0%
ED vs CHD
+125.6%
-20.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -1.9% | -4.7% | +2.9% | +0.1% |
| 30D | +0.1% | -8.3% | +8.4% | +3.6% |
| 3M | 0.0% | -4.0% | +4.0% | +1.5% |
| 6M | -2.5% | -6.5% | +4.0% | -0.2% |
| YTD | +10.1% | +13.1% | -3.0% | +3.8% |
| 1Y | +13.6% | +2.3% | +11.3% | +11.4% |
| 3Y | +32.4% | +1.8% | +30.7% | +28.7% |
| 5Y | +69.9% | +20.6% | +49.3% | +50.1% |
| All | +105.0% | +125.6% | -20.6% | +43.4% |
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