+64.8%
PR vs ED
+132.0%
-67.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.1% |
| 7D | -12.4% | -0.1% | -12.3% | -12.3% |
| 30D | -6.6% | +11.6% | -18.1% | -2.0% |
| 3M | +7.5% | +10.5% | -3.0% | +12.3% |
| 6M | +10.8% | +13.2% | -2.4% | +17.1% |
| YTD | +57.0% | +22.1% | +34.9% | +71.7% |
| 1Y | +67.9% | +24.2% | +43.8% | +85.0% |
| 3Y | +87.6% | +46.9% | +40.7% | +127.0% |
| 5Y | +220.4% | +80.8% | +139.6% | +347.4% |
| 10Y | +64.8% | +134.3% | -69.4% | +184.8% |
| All | +64.8% | +132.0% | -67.2% | +184.8% |
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