+125.6%
EW vs ED
+105.2%
+20.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -6.4% | +1.9% | -8.3% | -6.9% |
| 3M | -1.6% | +1.9% | -3.4% | -2.2% |
| 6M | +2.3% | -2.3% | +4.5% | +2.7% |
| YTD | +1.1% | +10.9% | -9.8% | -2.5% |
| 1Y | +8.0% | +14.5% | -6.5% | +2.9% |
| 3Y | +16.3% | +33.4% | -17.0% | +3.5% |
| 5Y | -29.4% | +67.3% | -96.7% | -42.5% |
| 10Y | +125.6% | +110.7% | +14.9% | +75.1% |
| All | +125.6% | +105.2% | +20.4% | +75.1% |
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