+597.0%
SE vs ED
+76.6%
+520.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +0.6% | +0.5% | +0.1% | +0.6% |
| 30D | -0.1% | +1.1% | -1.2% | -0.2% |
| 3M | +34.1% | +4.6% | +29.5% | +33.5% |
| 6M | +23.2% | -2.0% | +25.2% | +23.3% |
| YTD | -11.2% | +11.7% | -22.9% | -12.4% |
| 1Y | -40.5% | +15.7% | -56.3% | -41.7% |
| 3Y | +196.3% | +34.4% | +161.9% | +178.2% |
| 5Y | -67.0% | +67.3% | -134.3% | -70.9% |
| All | +597.0% | +76.6% | +520.4% | +492.7% |
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