+345.2%
IR vs ED
+108.5%
+236.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +5.0% | -0.1% | +5.1% | +5.0% |
| 30D | +10.3% | +11.6% | -1.3% | +7.9% |
| 3M | -0.1% | +10.5% | -10.6% | -2.1% |
| 6M | +14.8% | +13.2% | +1.5% | +11.8% |
| YTD | +9.7% | +22.1% | -12.4% | +5.2% |
| 1Y | +12.2% | +24.2% | -11.9% | +7.1% |
| 3Y | +30.0% | +46.9% | -16.9% | +17.3% |
| 5Y | +46.8% | +80.8% | -34.0% | +25.5% |
| All | +345.2% | +108.5% | +236.7% | +276.7% |
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