+250.1%
SPOT vs ED
+87.8%
+162.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.3% |
| 7D | -6.9% | -1.9% | -5.0% | -6.9% |
| 30D | +4.1% | +0.1% | +4.0% | +4.1% |
| 3M | +3.7% | 0.0% | +3.7% | +3.7% |
| 6M | -1.6% | -2.5% | +0.9% | -1.7% |
| YTD | -10.2% | +10.1% | -20.3% | -9.6% |
| 1Y | -25.9% | +13.6% | -39.5% | -25.3% |
| 3Y | +235.6% | +32.4% | +203.1% | +239.0% |
| 5Y | +110.6% | +69.9% | +40.7% | +115.4% |
| All | +250.1% | +87.8% | +162.3% | +265.8% |
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