+69.9%
ED vs DTE
+31.2%
+38.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.3% |
| 7D | -1.9% | -2.0% | +0.1% | -0.3% |
| 30D | +0.1% | -2.4% | +2.5% | +2.0% |
| 3M | 0.0% | -7.3% | +7.3% | +6.0% |
| 6M | -2.5% | -7.6% | +5.1% | +3.5% |
| YTD | +10.1% | +5.8% | +4.3% | +5.1% |
| 1Y | +13.6% | +2.3% | +11.2% | +11.1% |
| 3Y | +32.4% | +45.0% | -12.6% | -2.3% |
| 5Y | +69.9% | +33.2% | +36.6% | +34.6% |
| All | +69.9% | +31.2% | +38.6% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling