+39.5%
PL vs ED
+89.4%
-49.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.3% |
| 7D | +10.0% | +2.1% | +8.0% | +10.5% |
| 30D | -2.3% | +10.4% | -12.7% | -0.2% |
| 3M | -44.2% | +12.5% | -56.8% | -42.8% |
| 6M | -66.1% | +14.9% | -81.0% | -65.1% |
| YTD | -30.0% | +24.8% | -54.8% | -27.6% |
| 1Y | +21.0% | +23.8% | -2.8% | +25.1% |
| 3Y | +516.5% | +51.6% | +464.9% | +500.7% |
| 5Y | +32.0% | +86.4% | -54.4% | +36.5% |
| All | +39.5% | +89.4% | -49.9% | +44.1% |
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