+506.3%
NOW vs ED
+136.7%
+369.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.8% | -3.1% |
| 7D | -8.7% | +2.1% | -10.9% | -8.9% |
| 30D | -29.3% | +12.4% | -41.7% | -30.1% |
| 3M | -21.8% | +13.1% | -35.0% | -22.8% |
| 6M | +9.2% | +14.1% | -4.8% | +7.7% |
| YTD | -35.0% | +23.1% | -58.0% | -36.7% |
| 1Y | -42.5% | +25.4% | -68.0% | -44.3% |
| 3Y | -21.5% | +47.9% | -69.4% | -27.9% |
| 5Y | -25.8% | +81.9% | -107.6% | -35.5% |
| 10Y | +506.3% | +141.3% | +365.1% | +432.1% |
| All | +506.3% | +136.7% | +369.6% | +432.1% |
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