+3,553.2%
FIX vs ED
+147.1%
+3,406.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.7% |
| 7D | +9.4% | +2.1% | +7.4% | +8.9% |
| 30D | -27.8% | +10.4% | -38.2% | -30.0% |
| 3M | -35.6% | +12.5% | -48.1% | -37.9% |
| 6M | -45.2% | +14.9% | -60.1% | -47.9% |
| YTD | +19.5% | +24.8% | -5.4% | +10.0% |
| 1Y | +24.2% | +23.8% | +0.4% | +14.5% |
| 3Y | +494.2% | +51.6% | +442.5% | +377.1% |
| 5Y | +1,036.1% | +86.4% | +949.7% | +696.6% |
| All | +3,553.2% | +147.1% | +3,406.1% | +2,371.9% |
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