+196.7%
EXC vs ED
+147.1%
+49.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.2% |
| 7D | +1.4% | +2.1% | -0.7% | -0.3% |
| 30D | +8.6% | +10.4% | -1.8% | +0.2% |
| 3M | +2.4% | +12.5% | -10.2% | -7.0% |
| 6M | +6.5% | +14.9% | -8.5% | -4.9% |
| YTD | +9.0% | +24.8% | -15.8% | -9.0% |
| 1Y | +4.6% | +23.8% | -19.3% | -12.2% |
| 3Y | +33.5% | +51.6% | -18.2% | -5.7% |
| 5Y | +41.4% | +86.4% | -45.0% | -15.6% |
| All | +196.7% | +147.1% | +49.6% | +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 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