+50.1%
EFA vs ED
+85.1%
-35.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | +2.2% | +2.1% | +0.2% | +1.9% |
| 30D | +1.4% | +10.4% | -9.0% | -0.1% |
| 3M | -4.2% | +12.5% | -16.7% | -5.8% |
| 6M | +1.9% | +14.9% | -13.0% | -0.4% |
| YTD | +10.2% | +24.8% | -14.6% | +5.9% |
| 1Y | +12.8% | +23.8% | -11.1% | +8.5% |
| 3Y | +65.2% | +51.6% | +13.6% | +48.9% |
| All | +50.1% | +85.1% | -35.0% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling