+3,800.0%
FIX vs ED
+132.0%
+3,667.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.1% | +9.6% | +9.4% |
| 7D | -7.2% | -0.1% | -7.2% | -7.5% |
| 30D | -35.1% | +11.6% | -46.7% | -37.4% |
| 3M | -34.3% | +10.5% | -44.8% | -36.4% |
| 6M | -42.9% | +13.2% | -56.1% | -45.5% |
| YTD | +19.5% | +22.1% | -2.7% | +10.7% |
| 1Y | +16.8% | +24.2% | -7.4% | +7.3% |
| 3Y | +506.7% | +46.9% | +459.8% | +393.1% |
| 5Y | +1,046.7% | +80.8% | +965.9% | +714.5% |
| 10Y | +3,800.0% | +134.3% | +3,665.7% | +2,628.2% |
| All | +3,800.0% | +132.0% | +3,667.9% | +2,628.2% |
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