+379.5%
SE vs ED
+93.1%
+286.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.1% | +3.0% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | -18.2% | +11.6% | -29.7% | -18.8% |
| 3M | -31.3% | +10.5% | -41.8% | -31.8% |
| 6M | -10.1% | +13.2% | -23.3% | -11.1% |
| YTD | -38.9% | +22.1% | -61.0% | -40.1% |
| 1Y | -48.0% | +24.2% | -72.2% | -49.2% |
| 3Y | +78.8% | +46.9% | +31.9% | +66.9% |
| 5Y | -77.1% | +80.8% | -157.9% | -79.9% |
| All | +379.5% | +93.1% | +286.4% | +305.0% |
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