+376.0%
NDAQ vs ED
+104.2%
+271.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | -2.6% | +0.5% | -3.1% | -2.8% |
| 30D | +0.5% | +1.1% | -0.6% | 0.0% |
| 3M | +9.9% | +4.6% | +5.3% | +7.8% |
| 6M | +8.2% | -2.0% | +10.2% | +8.7% |
| YTD | -1.5% | +11.7% | -13.2% | -6.7% |
| 1Y | +1.3% | +15.7% | -14.4% | -5.8% |
| 3Y | +92.6% | +34.4% | +58.2% | +63.4% |
| 5Y | +53.8% | +67.3% | -13.5% | +15.0% |
| 10Y | +376.0% | +104.0% | +271.9% | +244.7% |
| All | +376.0% | +104.2% | +271.8% | +244.7% |
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