+293.0%
LOW vs ED
+147.1%
+145.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +1.4% | +2.1% | -0.6% | +0.7% |
| 30D | +21.7% | +10.4% | +11.3% | +17.9% |
| 3M | +5.0% | +12.5% | -7.5% | +1.1% |
| 6M | +4.6% | +14.9% | -10.3% | 0.0% |
| YTD | -3.5% | +24.8% | -28.3% | -10.3% |
| 1Y | +0.5% | +23.8% | -23.3% | -6.4% |
| 3Y | +24.8% | +51.6% | -26.8% | +7.3% |
| 5Y | +6.5% | +86.4% | -80.0% | -15.0% |
| All | +293.0% | +147.1% | +145.9% | +207.0% |
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