-3.3%
LVS vs ED
+108.5%
-111.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -3.5% | -0.8% | -2.7% | -3.4% |
| 30D | -6.2% | -0.4% | -5.8% | -6.2% |
| 3M | -14.8% | +0.5% | -15.3% | -14.9% |
| 6M | -20.9% | -3.1% | -17.7% | -20.7% |
| YTD | -33.0% | +9.8% | -42.9% | -33.9% |
| 1Y | -20.0% | +12.6% | -32.6% | -21.4% |
| 3Y | -6.9% | +31.4% | -38.3% | -11.1% |
| 5Y | +9.1% | +69.4% | -60.3% | -0.4% |
| All | -3.3% | +108.5% | -111.8% | -11.0% |
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