+238.8%
EQX vs ED
+84.0%
+154.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -3.2% | -0.8% | -2.4% | -3.1% |
| 30D | +7.8% | -0.4% | +8.2% | +7.8% |
| 3M | +21.3% | +0.5% | +20.9% | +21.0% |
| 6M | -22.4% | -3.1% | -19.3% | -22.2% |
| YTD | -11.3% | +9.8% | -21.1% | -13.2% |
| 1Y | +13.5% | +12.6% | +0.9% | +10.4% |
| 3Y | +162.1% | +31.4% | +130.7% | +146.5% |
| 5Y | +84.2% | +69.4% | +14.8% | +74.3% |
| All | +238.8% | +84.0% | +154.8% | +253.8% |
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