+655.3%
P vs ED
+141.1%
+514.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | -4.7% | -0.9% | -3.8% | -4.8% |
| 30D | -31.4% | +11.2% | -42.6% | -30.8% |
| 3M | -2.6% | +11.8% | -14.4% | -1.7% |
| 6M | +21.9% | +14.1% | +7.8% | +23.2% |
| YTD | +58.9% | +23.0% | +36.0% | +60.8% |
| 1Y | +21.7% | +23.7% | -1.9% | +23.2% |
| 3Y | +193.3% | +47.7% | +145.6% | +188.3% |
| 5Y | +275.1% | +82.6% | +192.5% | +252.4% |
| 10Y | +655.3% | +141.8% | +513.6% | +593.5% |
| All | +655.3% | +141.1% | +514.2% | +593.5% |
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