+707.9%
P vs ED
+132.0%
+575.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.3% |
| 7D | -9.6% | -0.1% | -9.5% | -9.6% |
| 30D | -33.4% | +11.6% | -45.0% | -32.8% |
| 3M | +14.2% | +10.5% | +3.7% | +15.2% |
| 6M | +31.6% | +13.2% | +18.4% | +32.9% |
| YTD | +53.5% | +22.1% | +31.3% | +55.3% |
| 1Y | +14.2% | +24.2% | -10.0% | +15.6% |
| 3Y | +190.5% | +46.9% | +143.6% | +185.9% |
| 5Y | +256.3% | +80.8% | +175.5% | +235.9% |
| 10Y | +707.9% | +134.3% | +573.6% | +684.6% |
| All | +707.9% | +132.0% | +575.8% | +684.6% |
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