+1,381.0%
NET vs ED
+72.9%
+1,308.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -2.2% |
| 7D | -16.4% | +5.4% | -21.7% | -15.8% |
| 30D | -25.8% | +16.4% | -42.2% | -24.6% |
| 3M | -11.5% | +11.9% | -23.4% | -10.3% |
| 6M | +18.9% | +11.6% | +7.4% | +20.7% |
| YTD | +35.2% | +24.1% | +11.1% | +38.1% |
| 1Y | +14.5% | +26.9% | -12.4% | +17.0% |
| 3Y | +313.8% | +47.9% | +265.9% | +316.7% |
| 5Y | +32.6% | +87.5% | -54.9% | +32.5% |
| All | +1,381.0% | +72.9% | +1,308.1% | +1,327.0% |
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