+395.7%
EFA vs ED
+667.8%
-272.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.7% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +0.9% | -0.1% | +1.0% | +0.9% |
| 3M | +4.9% | +3.9% | +0.9% | +2.8% |
| 6M | +8.6% | -3.0% | +11.6% | +9.4% |
| YTD | +14.6% | +10.7% | +3.9% | +8.9% |
| 1Y | +22.6% | +13.3% | +9.3% | +14.9% |
| 3Y | +66.5% | +34.5% | +32.0% | +41.5% |
| 5Y | +54.5% | +67.1% | -12.6% | +16.3% |
| 10Y | +144.8% | +103.0% | +41.7% | +53.3% |
| All | +395.7% | +667.8% | -272.1% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling