+668.5%
PBR vs ED
+109.0%
+559.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +4.2% | -1.9% | +6.1% | +4.8% |
| 30D | +22.7% | +0.1% | +22.6% | +22.7% |
| 3M | +21.5% | 0.0% | +21.5% | +21.3% |
| 6M | +24.0% | -2.5% | +26.5% | +24.6% |
| YTD | +88.2% | +10.1% | +78.1% | +82.9% |
| 1Y | +74.8% | +13.6% | +61.2% | +68.1% |
| 3Y | +105.1% | +32.4% | +72.7% | +86.4% |
| 5Y | +572.2% | +69.9% | +502.4% | +462.8% |
| All | +668.5% | +109.0% | +559.5% | +513.5% |
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