+104.5%
ED vs ET
+177.0%
-72.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -0.4% | +2.9% | -3.3% | -0.5% |
| 3M | +0.5% | +16.8% | -16.3% | -0.1% |
| 6M | -3.1% | +18.9% | -22.0% | -3.7% |
| YTD | +9.8% | +37.7% | -27.9% | +8.7% |
| 1Y | +12.6% | +32.4% | -19.9% | +11.5% |
| 3Y | +31.4% | +99.5% | -68.1% | +28.0% |
| 5Y | +69.4% | +244.0% | -174.5% | +62.7% |
| All | +104.5% | +177.0% | -72.5% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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