+134.3%
ED vs COO
+40.7%
+93.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.6% |
| 7D | -0.1% | +4.3% | -4.4% | -0.9% |
| 30D | +11.6% | +17.6% | -6.0% | +8.1% |
| 3M | +10.5% | -13.9% | +24.4% | +13.4% |
| 6M | +13.2% | +6.6% | +6.7% | +11.1% |
| YTD | +22.1% | -22.0% | +44.1% | +27.2% |
| 1Y | +24.2% | -8.8% | +33.0% | +24.9% |
| 3Y | +46.9% | -21.5% | +68.4% | +49.3% |
| 5Y | +80.8% | -41.0% | +121.8% | +93.3% |
| 10Y | +134.3% | +40.9% | +93.4% | +102.4% |
| All | +134.3% | +40.7% | +93.6% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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