+142.7%
ED vs TAP
-47.5%
+190.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -0.9% | -8.0% | +7.1% | +1.2% |
| 30D | +11.2% | +4.1% | +7.1% | +10.0% |
| 3M | +11.8% | -4.4% | +16.1% | +12.7% |
| 6M | +14.1% | -1.9% | +16.0% | +14.1% |
| YTD | +23.0% | -12.1% | +35.0% | +25.8% |
| 1Y | +23.7% | -12.0% | +35.7% | +26.3% |
| 3Y | +47.7% | -25.0% | +72.8% | +55.6% |
| 5Y | +82.6% | -1.1% | +83.7% | +75.7% |
| All | +142.7% | -47.5% | +190.2% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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