+74.3%
F vs ED
+136.7%
-62.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +1.0% | +2.1% | -1.1% | +0.3% |
| 30D | +2.1% | +12.4% | -10.3% | -1.7% |
| 3M | -10.3% | +13.1% | -23.4% | -13.8% |
| 6M | +3.3% | +14.1% | -10.8% | -1.3% |
| YTD | -2.0% | +23.1% | -25.0% | -9.1% |
| 1Y | -2.3% | +25.4% | -27.7% | -10.1% |
| 3Y | +49.9% | +47.9% | +2.0% | +27.9% |
| 5Y | -12.5% | +81.9% | -94.3% | -30.5% |
| 10Y | +74.3% | +141.3% | -67.0% | +37.2% |
| All | +74.3% | +136.7% | -62.5% | +37.2% |
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