+59.1%
T vs ED
+141.3%
-82.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.3% |
| 7D | +2.6% | +2.1% | +0.5% | +1.6% |
| 30D | -1.1% | +12.4% | -13.5% | -6.3% |
| 3M | -7.7% | +13.1% | -20.9% | -12.9% |
| 6M | -10.6% | +14.1% | -24.7% | -16.0% |
| YTD | -7.5% | +23.1% | -30.5% | -16.0% |
| 1Y | -7.4% | +25.4% | -32.9% | -16.8% |
| 3Y | +63.1% | +47.9% | +15.2% | +35.8% |
| 5Y | +55.2% | +81.9% | -26.7% | +17.3% |
| All | +59.1% | +141.3% | -82.2% | +7.0% |
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