+26.8%
PL vs ED
+85.6%
-58.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.4% | +12.7% | +9.9% |
| 7D | -6.8% | +1.6% | -8.5% | -6.4% |
| 30D | -29.3% | +13.3% | -42.6% | -27.6% |
| 3M | -44.8% | +9.7% | -54.5% | -43.7% |
| 6M | -68.4% | +12.8% | -81.2% | -67.6% |
| YTD | -36.4% | +22.3% | -58.7% | -34.5% |
| 1Y | +0.7% | +26.3% | -25.6% | +3.7% |
| 3Y | +455.3% | +45.0% | +410.3% | +440.8% |
| 5Y | +22.7% | +80.2% | -57.5% | +26.2% |
| All | +26.8% | +85.6% | -58.8% | +30.4% |
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