+141.8%
ED vs CHD
+196.6%
-54.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +11.2% | +12.2% | -1.0% | +6.0% |
| 3M | +11.8% | +9.3% | +2.5% | +7.6% |
| 6M | +14.1% | +24.3% | -10.2% | +3.8% |
| YTD | +23.0% | +34.9% | -11.9% | +7.6% |
| 1Y | +23.7% | +32.7% | -9.0% | +8.9% |
| 3Y | +47.7% | +29.4% | +18.3% | +29.9% |
| 5Y | +82.6% | +31.7% | +50.9% | +56.1% |
| 10Y | +141.8% | +191.7% | -49.9% | +53.8% |
| All | +141.8% | +196.6% | -54.8% | +53.8% |
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