+98.2%
ED vs S
-48.9%
+147.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.2% | +0.1% |
| 7D | -0.1% | +1.6% | -1.6% | 0.0% |
| 30D | +11.6% | -10.5% | +22.1% | +11.4% |
| 3M | +10.5% | +9.9% | +0.6% | +11.0% |
| 6M | +13.2% | +41.8% | -28.6% | +14.4% |
| YTD | +22.1% | +56.8% | -34.7% | +23.8% |
| 1Y | +24.2% | +39.0% | -14.9% | +25.6% |
| 3Y | +46.9% | +53.8% | -6.9% | +48.7% |
| 5Y | +80.8% | -68.6% | +149.4% | +75.4% |
| All | +98.2% | -48.9% | +147.0% | +99.8% |
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