+5,892.0%
FIX vs ED
+103.0%
+5,789.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.3% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | -7.2% | -0.1% | -7.1% | -7.2% |
| 3M | -15.9% | +3.9% | -19.8% | -17.3% |
| 6M | +12.7% | -3.0% | +15.8% | +13.0% |
| YTD | +72.8% | +10.7% | +62.1% | +65.4% |
| 1Y | +122.9% | +13.3% | +109.6% | +110.5% |
| 3Y | +774.3% | +34.5% | +739.8% | +630.0% |
| 5Y | +2,049.5% | +67.1% | +1,982.3% | +1,466.9% |
| All | +5,892.0% | +103.0% | +5,789.0% | +4,262.2% |
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