+299.7%
LOW vs ED
+143.4%
+156.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.0% | -0.9% | +1.9% | +1.3% |
| 30D | +25.6% | +11.2% | +14.4% | +21.4% |
| 3M | +5.3% | +11.8% | -6.4% | +1.6% |
| 6M | +3.7% | +14.1% | -10.4% | -0.6% |
| YTD | -1.9% | +23.0% | -24.8% | -8.4% |
| 1Y | +0.6% | +23.7% | -23.1% | -6.3% |
| 3Y | +26.4% | +47.7% | -21.3% | +9.6% |
| 5Y | +10.1% | +82.6% | -72.5% | -11.5% |
| All | +299.7% | +143.4% | +156.3% | +213.8% |
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