+174.8%
EXE vs ED
+83.5%
+91.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -2.7% | -0.2% | -2.6% | -2.7% |
| 30D | -0.4% | +1.9% | -2.3% | -0.8% |
| 3M | +9.5% | +1.9% | +7.6% | +9.0% |
| 6M | -9.3% | -2.3% | -7.1% | -9.0% |
| YTD | -10.9% | +10.9% | -21.8% | -13.1% |
| 1Y | +4.3% | +14.5% | -10.2% | +0.8% |
| 3Y | +18.8% | +33.4% | -14.6% | +8.0% |
| 5Y | +101.4% | +67.3% | +34.1% | +83.4% |
| All | +174.8% | +83.5% | +91.3% | +155.0% |
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