+89.5%
ED vs FND
+57.3%
+32.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | +1.9% | -19.6% | +21.5% | +3.1% |
| 3M | +1.9% | -4.3% | +6.2% | +1.9% |
| 6M | -2.3% | -20.4% | +18.2% | -1.4% |
| YTD | +10.9% | -21.9% | +32.8% | +11.8% |
| 1Y | +14.5% | -45.2% | +59.7% | +17.6% |
| 3Y | +33.4% | -49.2% | +82.6% | +36.3% |
| 5Y | +67.3% | -61.8% | +129.1% | +71.1% |
| All | +89.5% | +57.3% | +32.2% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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