+146.4%
ED vs DTE
+152.1%
-5.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | +2.1% | +3.4% | -1.4% | -0.2% |
| 30D | +10.4% | +8.9% | +1.5% | +4.5% |
| 3M | +12.5% | +1.1% | +11.5% | +11.7% |
| 6M | +14.9% | +0.1% | +14.8% | +14.8% |
| YTD | +24.8% | +11.1% | +13.8% | +16.6% |
| 1Y | +23.8% | +4.9% | +18.9% | +19.9% |
| 3Y | +51.6% | +58.6% | -6.9% | +13.1% |
| 5Y | +86.4% | +47.3% | +39.1% | +46.2% |
| All | +146.4% | +152.1% | -5.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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