+84.5%
PR vs ED
+147.1%
-62.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.8% |
| 7D | +6.0% | +2.1% | +3.9% | +6.9% |
| 30D | -4.2% | +10.4% | -14.6% | +0.1% |
| 3M | +10.0% | +12.5% | -2.6% | +15.7% |
| 6M | +15.6% | +14.9% | +0.7% | +23.0% |
| YTD | +68.2% | +24.8% | +43.4% | +85.6% |
| 1Y | +79.2% | +23.8% | +55.4% | +97.1% |
| 3Y | +94.9% | +51.6% | +43.3% | +139.4% |
| 5Y | +272.8% | +86.4% | +186.3% | +429.5% |
| All | +84.5% | +147.1% | -62.6% | +236.4% |
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