+106.4%
ED vs SPXU
-99.5%
+206.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.6% |
| 7D | -0.2% | +1.3% | -1.4% | 0.0% |
| 30D | +1.9% | +5.1% | -3.2% | +2.6% |
| 3M | +1.9% | -9.1% | +11.0% | +0.8% |
| 6M | -2.3% | -29.6% | +27.3% | -6.0% |
| YTD | +10.9% | -27.7% | +38.6% | +7.1% |
| 1Y | +14.5% | -37.0% | +51.5% | +8.8% |
| 3Y | +33.4% | -80.2% | +113.6% | +10.1% |
| 5Y | +67.3% | -86.0% | +153.3% | +38.5% |
| All | +106.4% | -99.5% | +206.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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