+561.8%
ON vs ED
+104.2%
+457.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.4% | -4.4% |
| 7D | -2.2% | +0.5% | -2.7% | -2.2% |
| 30D | -12.4% | +1.1% | -13.5% | -12.4% |
| 3M | -41.2% | +4.6% | -45.9% | -41.3% |
| 6M | +25.0% | -2.0% | +27.0% | +25.0% |
| YTD | +31.3% | +11.7% | +19.6% | +30.7% |
| 1Y | +45.4% | +15.7% | +29.7% | +44.5% |
| 3Y | -27.4% | +34.4% | -61.8% | -30.1% |
| 5Y | +58.5% | +67.3% | -8.8% | +49.2% |
| 10Y | +561.8% | +104.0% | +457.8% | +521.9% |
| All | +561.8% | +104.2% | +457.6% | +521.9% |
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