+3,653.2%
FIX vs ED
+129.3%
+3,523.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.8% | +6.0% |
| 7D | -17.5% | +1.6% | -19.1% | -18.0% |
| 30D | -41.6% | +13.3% | -54.9% | -43.8% |
| 3M | -40.6% | +9.7% | -50.3% | -42.4% |
| 6M | -49.4% | +12.8% | -62.2% | -51.6% |
| YTD | +9.2% | +22.3% | -13.1% | +1.3% |
| 1Y | +6.5% | +26.3% | -19.8% | -2.5% |
| 3Y | +448.7% | +45.0% | +403.7% | +351.0% |
| 5Y | +948.7% | +80.2% | +868.5% | +651.9% |
| All | +3,653.2% | +129.3% | +3,523.9% | +2,614.0% |
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