+272.5%
RF vs ED
+129.3%
+143.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.3% |
| 7D | -0.9% | +1.6% | -2.6% | -1.4% |
| 30D | +6.0% | +13.3% | -7.3% | +2.3% |
| 3M | -8.9% | +9.7% | -18.6% | -11.3% |
| 6M | +2.3% | +12.8% | -10.4% | -1.3% |
| YTD | +7.6% | +22.3% | -14.8% | +1.0% |
| 1Y | +21.2% | +26.3% | -5.1% | +12.5% |
| 3Y | +108.5% | +45.0% | +63.5% | +81.9% |
| 5Y | +43.2% | +80.2% | -37.0% | +15.2% |
| All | +272.5% | +129.3% | +143.2% | +235.6% |
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