+44.1%
PL vs ED
+86.7%
-42.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.5% |
| 7D | +5.6% | +2.1% | +3.5% | +6.2% |
| 30D | -16.9% | +12.4% | -29.4% | -15.0% |
| 3M | -38.2% | +13.1% | -51.4% | -36.7% |
| 6M | -63.4% | +14.1% | -77.5% | -62.4% |
| YTD | -27.6% | +23.1% | -50.7% | -25.4% |
| 1Y | +6.6% | +25.4% | -18.9% | +9.9% |
| 3Y | +557.6% | +47.9% | +509.8% | +539.8% |
| 5Y | +39.5% | +81.9% | -42.4% | +43.7% |
| All | +44.1% | +86.7% | -42.6% | +48.4% |
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