+284.9%
IR vs ED
+90.7%
+194.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.8% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | -13.6% | +1.1% | -14.7% | -13.8% |
| 3M | +3.7% | +4.6% | -1.0% | +2.7% |
| 6M | -13.1% | -2.0% | -11.1% | -12.8% |
| YTD | -5.1% | +11.7% | -16.8% | -7.4% |
| 1Y | -6.5% | +15.7% | -22.2% | -9.5% |
| 3Y | +8.5% | +34.4% | -25.8% | -0.3% |
| 5Y | +43.3% | +67.3% | -24.0% | +24.3% |
| All | +284.9% | +90.7% | +194.2% | +231.6% |
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