+213.6%
RF vs ED
+147.1%
+66.5%
-60.7%
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% | +0.8% |
| 7D | +1.9% | +2.1% | -0.1% | +1.3% |
| 30D | +7.3% | +10.4% | -3.1% | +4.2% |
| 3M | -7.9% | +12.5% | -20.5% | -11.1% |
| 6M | +10.5% | +14.9% | -4.4% | +5.9% |
| YTD | +9.6% | +24.8% | -15.2% | +2.1% |
| 1Y | +20.3% | +23.8% | -3.5% | +12.2% |
| 3Y | +119.5% | +51.6% | +67.9% | +87.7% |
| 5Y | +48.2% | +86.4% | -38.2% | +16.7% |
| All | +213.6% | +147.1% | +66.5% | +172.6% |
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