+57.7%
O vs ED
+106.7%
-49.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -0.6% | +0.5% | -1.1% | -0.9% |
| 30D | -2.0% | +1.1% | -3.0% | -2.6% |
| 3M | +3.0% | +4.6% | -1.6% | +0.2% |
| 6M | -3.6% | -2.0% | -1.7% | -2.7% |
| YTD | +12.1% | +11.7% | +0.4% | +4.7% |
| 1Y | +8.9% | +15.7% | -6.9% | -0.7% |
| 3Y | +30.3% | +34.4% | -4.0% | +7.6% |
| 5Y | +13.7% | +67.3% | -53.6% | -18.9% |
| All | +57.7% | +106.7% | -49.1% | -9.7% |
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