+94.5%
ED vs COMP
-51.7%
+146.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.1% |
| 7D | -0.9% | +2.2% | -3.1% | -1.0% |
| 30D | +11.2% | +16.3% | -5.1% | +11.0% |
| 3M | +11.8% | -19.1% | +30.9% | +12.0% |
| 6M | +14.1% | +17.1% | -3.0% | +13.7% |
| YTD | +23.0% | -2.9% | +25.9% | +22.8% |
| 1Y | +23.7% | +8.8% | +14.8% | +23.1% |
| 3Y | +47.7% | +423.5% | -375.7% | +40.6% |
| 5Y | +82.6% | -10.5% | +93.1% | +68.7% |
| All | +94.5% | -51.7% | +146.2% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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