+104.2%
FE vs ED
+129.3%
-25.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +1.3% |
| 7D | 0.0% | +1.6% | -1.7% | -1.3% |
| 30D | +5.2% | +13.3% | -8.1% | -4.1% |
| 3M | 0.0% | +9.7% | -9.7% | -6.7% |
| 6M | +5.0% | +12.8% | -7.7% | -4.0% |
| YTD | +7.9% | +22.3% | -14.4% | -7.4% |
| 1Y | +6.3% | +26.3% | -20.0% | -10.9% |
| 3Y | +46.0% | +45.0% | +1.0% | +9.3% |
| 5Y | +45.6% | +80.2% | -34.5% | -6.8% |
| All | +104.2% | +129.3% | -25.0% | +6.9% |
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