+372.3%
SE vs ED
+94.5%
+277.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.5% |
| 7D | 0.0% | +2.1% | -2.1% | -0.1% |
| 30D | -19.4% | +12.4% | -31.8% | -20.1% |
| 3M | -33.1% | +13.1% | -46.2% | -33.7% |
| 6M | -11.4% | +14.1% | -25.5% | -12.4% |
| YTD | -39.8% | +23.1% | -62.9% | -41.1% |
| 1Y | -50.5% | +25.4% | -75.9% | -51.6% |
| 3Y | +68.9% | +47.9% | +21.0% | +57.6% |
| 5Y | -77.1% | +81.9% | -159.0% | -79.8% |
| All | +372.3% | +94.5% | +277.8% | +298.8% |
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