+81.2%
ED vs S
-57.8%
+139.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +0.9% |
| 7D | +0.5% | -5.8% | +6.3% | +0.4% |
| 30D | +1.1% | -9.2% | +10.3% | +0.9% |
| 3M | +4.6% | +23.4% | -18.7% | +5.2% |
| 6M | -2.0% | +36.9% | -38.9% | -1.1% |
| YTD | +11.7% | +29.5% | -17.8% | +12.6% |
| 1Y | +15.7% | +5.4% | +10.3% | +16.3% |
| 3Y | +34.4% | +14.7% | +19.7% | +35.2% |
| 5Y | +67.3% | -71.5% | +138.8% | +62.1% |
| All | +81.2% | -57.8% | +139.0% | +81.7% |
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