+275.4%
RMD vs ED
+105.2%
+170.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -4.7% | -0.2% | -4.6% | -4.7% |
| 30D | +0.2% | +1.9% | -1.7% | -0.6% |
| 3M | +12.0% | +1.9% | +10.2% | +11.0% |
| 6M | -12.5% | -2.3% | -10.3% | -12.0% |
| YTD | -7.9% | +10.9% | -18.8% | -12.4% |
| 1Y | -20.4% | +14.5% | -34.9% | -25.5% |
| 3Y | +53.1% | +33.4% | +19.7% | +30.8% |
| 5Y | -22.1% | +67.3% | -89.4% | -41.5% |
| 10Y | +275.4% | +110.7% | +164.7% | +167.6% |
| All | +275.4% | +105.2% | +170.2% | +167.6% |
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