+227.5%
LOW vs ED
+108.5%
+119.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.7% | -0.8% | -3.0% | -3.5% |
| 30D | -8.9% | -0.4% | -8.5% | -8.8% |
| 3M | -10.4% | +0.5% | -10.9% | -10.6% |
| 6M | -19.4% | -3.1% | -16.3% | -18.7% |
| YTD | -17.1% | +9.8% | -26.9% | -19.7% |
| 1Y | -26.3% | +12.6% | -38.8% | -29.3% |
| 3Y | -9.9% | +31.4% | -41.3% | -18.7% |
| 5Y | +6.1% | +69.4% | -63.3% | -12.3% |
| All | +227.5% | +108.5% | +119.0% | +171.4% |
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