+146.4%
ED vs SPXU
-99.5%
+245.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.5% |
| 7D | +2.1% | -7.6% | +9.6% | +1.2% |
| 30D | +10.4% | +5.3% | +5.1% | +11.2% |
| 3M | +12.5% | +9.6% | +2.9% | +14.0% |
| 6M | +14.9% | -4.5% | +19.4% | +14.6% |
| YTD | +24.8% | -25.9% | +50.7% | +21.1% |
| 1Y | +23.8% | -28.9% | +52.7% | +19.5% |
| 3Y | +51.6% | -80.5% | +132.1% | +24.5% |
| 5Y | +86.4% | -83.4% | +169.8% | +58.6% |
| All | +146.4% | -99.5% | +245.9% | +30.5% |
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