+141.8%
ED vs USFR
+28.5%
+113.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +11.2% | +0.4% | +10.8% | +11.3% |
| 3M | +11.8% | +1.1% | +10.7% | +12.0% |
| 6M | +14.1% | +2.1% | +12.0% | +14.5% |
| YTD | +23.0% | +3.4% | +19.5% | +23.7% |
| 1Y | +23.7% | +4.1% | +19.6% | +24.6% |
| 3Y | +47.7% | +14.4% | +33.3% | +53.4% |
| 5Y | +82.6% | +21.4% | +61.2% | +93.2% |
| 10Y | +141.8% | +28.5% | +113.2% | +165.8% |
| All | +141.8% | +28.5% | +113.2% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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