+113.6%
KEY vs ED
+132.0%
-18.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +7.2% | +11.6% | -4.4% | +3.9% |
| 3M | -4.9% | +10.5% | -15.4% | -7.7% |
| 6M | +1.1% | +13.2% | -12.2% | -2.7% |
| YTD | +6.8% | +22.1% | -15.3% | +0.1% |
| 1Y | +23.3% | +24.2% | -0.9% | +14.8% |
| 3Y | +126.1% | +46.9% | +79.2% | +94.5% |
| 5Y | +15.2% | +80.8% | -65.6% | -8.8% |
| 10Y | +113.6% | +134.3% | -20.7% | +88.1% |
| All | +113.6% | +132.0% | -18.4% | +88.1% |
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