+172.1%
EXC vs ED
+129.3%
+42.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | 0.0% |
| 7D | -1.2% | +1.6% | -2.8% | -2.5% |
| 30D | +10.0% | +13.3% | -3.3% | -0.7% |
| 3M | +1.6% | +9.7% | -8.1% | -5.8% |
| 6M | +3.3% | +12.8% | -9.5% | -6.3% |
| YTD | +7.6% | +22.3% | -14.8% | -8.8% |
| 1Y | +3.5% | +26.3% | -22.8% | -14.6% |
| 3Y | +27.7% | +45.0% | -17.4% | -6.6% |
| 5Y | +41.1% | +80.2% | -39.1% | -13.6% |
| All | +172.1% | +129.3% | +42.9% | +33.6% |
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