+99.7%
ED vs S
-49.1%
+148.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.7% |
| 7D | +2.1% | +1.4% | +0.7% | +2.2% |
| 30D | +12.4% | -10.8% | +23.2% | +12.2% |
| 3M | +13.1% | +5.4% | +7.7% | +13.5% |
| 6M | +14.1% | +41.2% | -27.2% | +15.2% |
| YTD | +23.1% | +56.2% | -33.1% | +24.7% |
| 1Y | +25.4% | +36.3% | -10.9% | +26.9% |
| 3Y | +47.9% | +49.4% | -1.6% | +49.6% |
| 5Y | +81.9% | -66.9% | +148.7% | +76.8% |
| All | +99.7% | -49.1% | +148.7% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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