+3,644.4%
FIX vs ED
+136.7%
+3,507.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | -13.9% | +2.1% | -16.1% | -14.6% |
| 30D | -35.5% | +12.4% | -48.0% | -37.9% |
| 3M | -33.9% | +13.1% | -47.1% | -36.5% |
| 6M | -43.3% | +14.1% | -57.4% | -46.0% |
| YTD | +18.7% | +23.1% | -4.4% | +9.7% |
| 1Y | +13.8% | +25.4% | -11.7% | +4.2% |
| 3Y | +495.0% | +47.9% | +447.1% | +382.3% |
| 5Y | +1,049.0% | +81.9% | +967.2% | +713.6% |
| 10Y | +3,644.4% | +141.3% | +3,503.2% | +2,456.5% |
| All | +3,644.4% | +136.7% | +3,507.7% | +2,456.5% |
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