+652.6%
P vs ED
+136.7%
+515.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -13.3% | +2.1% | -15.4% | -13.1% |
| 30D | -34.0% | +12.4% | -46.4% | -33.3% |
| 3M | +4.1% | +13.1% | -9.0% | +5.1% |
| 6M | +30.5% | +14.1% | +16.4% | +31.9% |
| YTD | +52.2% | +23.1% | +29.1% | +54.0% |
| 1Y | +10.3% | +25.4% | -15.2% | +11.7% |
| 3Y | +180.9% | +47.9% | +133.0% | +176.1% |
| 5Y | +259.7% | +81.9% | +177.9% | +238.3% |
| 10Y | +652.6% | +141.3% | +511.4% | +595.8% |
| All | +652.6% | +136.7% | +515.9% | +595.8% |
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