+140.4%
EFA vs ED
+109.0%
+31.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -2.4% | -1.9% | -0.5% | -2.0% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | +5.7% | 0.0% | +5.7% | +5.5% |
| 6M | +8.2% | -2.5% | +10.7% | +8.5% |
| YTD | +11.8% | +10.1% | +1.7% | +8.9% |
| 1Y | +18.3% | +13.6% | +4.7% | +14.3% |
| 3Y | +64.9% | +32.4% | +32.5% | +51.6% |
| 5Y | +52.4% | +69.9% | -17.5% | +30.7% |
| All | +140.4% | +109.0% | +31.4% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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