+462.0%
NDAQ vs ED
+132.4%
+329.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +1.2% |
| 7D | +0.8% | +1.6% | -0.8% | +0.1% |
| 30D | +16.5% | +13.3% | +3.2% | +10.7% |
| 3M | +13.5% | +9.7% | +3.8% | +9.2% |
| 6M | +20.9% | +12.8% | +8.1% | +14.8% |
| YTD | +11.4% | +22.3% | -10.9% | +1.5% |
| 1Y | +25.9% | +26.3% | -0.4% | +13.0% |
| 3Y | +119.9% | +45.0% | +74.8% | +80.7% |
| 5Y | +61.7% | +80.2% | -18.4% | +17.1% |
| All | +462.0% | +132.4% | +329.7% | +287.8% |
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