+346.5%
RF vs ED
+103.0%
+243.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.3% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -3.6% | -0.1% | -3.5% | -3.6% |
| 3M | +8.1% | +3.9% | +4.2% | +6.8% |
| 6M | +11.5% | -3.0% | +14.5% | +12.2% |
| YTD | +15.6% | +10.7% | +4.9% | +11.7% |
| 1Y | +15.7% | +13.3% | +2.3% | +10.8% |
| 3Y | +86.9% | +34.5% | +52.4% | +66.6% |
| 5Y | +89.8% | +67.1% | +22.7% | +56.1% |
| All | +346.5% | +103.0% | +243.5% | +299.3% |
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