+301.7%
SPOT vs ED
+110.0%
+191.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.7% |
| 7D | -2.6% | -1.7% | -0.9% | -2.6% |
| 30D | +13.5% | +10.7% | +2.8% | +13.9% |
| 3M | +22.2% | +11.6% | +10.6% | +22.8% |
| 6M | +38.3% | +13.5% | +24.8% | +39.0% |
| YTD | +3.1% | +23.1% | -20.1% | +4.1% |
| 1Y | -7.6% | +23.1% | -30.7% | -6.7% |
| 3Y | +250.0% | +47.9% | +202.1% | +255.1% |
| 5Y | +113.3% | +83.9% | +29.4% | +118.8% |
| All | +301.7% | +110.0% | +191.7% | +321.4% |
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