+686.6%
P vs ED
+129.3%
+557.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.3% |
| 7D | -23.8% | +1.6% | -25.5% | -23.7% |
| 30D | -36.6% | +13.3% | -49.9% | -35.9% |
| 3M | +10.9% | +9.7% | +1.2% | +11.8% |
| 6M | +30.0% | +12.8% | +17.2% | +31.4% |
| YTD | +44.4% | +22.3% | +22.1% | +46.2% |
| 1Y | +3.9% | +26.3% | -22.4% | +5.3% |
| 3Y | +176.6% | +45.0% | +131.6% | +173.1% |
| 5Y | +249.3% | +80.2% | +169.1% | +230.2% |
| All | +686.6% | +129.3% | +557.3% | +673.6% |
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