+523.3%
ON vs ED
+147.1%
+376.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -3.6% |
| 7D | +12.2% | +2.1% | +10.2% | +12.3% |
| 30D | -3.1% | +10.4% | -13.5% | -2.8% |
| 3M | -12.9% | +12.5% | -25.4% | -12.5% |
| 6M | -38.6% | +14.9% | -53.5% | -38.4% |
| YTD | +31.2% | +24.8% | +6.4% | +31.4% |
| 1Y | +47.6% | +23.8% | +23.8% | +47.8% |
| 3Y | +6.6% | +51.6% | -45.0% | +3.3% |
| 5Y | +21.3% | +86.4% | -65.2% | +15.3% |
| All | +523.3% | +147.1% | +376.2% | +505.8% |
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