+54.1%
T vs ED
+132.0%
-77.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -1.7% | +11.6% | -13.3% | -6.5% |
| 3M | -7.3% | +10.5% | -17.9% | -11.6% |
| 6M | -11.2% | +13.2% | -24.4% | -16.2% |
| YTD | -8.1% | +22.1% | -30.2% | -16.3% |
| 1Y | -8.0% | +24.2% | -32.2% | -16.9% |
| 3Y | +62.1% | +46.9% | +15.2% | +35.4% |
| 5Y | +55.7% | +80.8% | -25.1% | +17.9% |
| 10Y | +54.1% | +134.3% | -80.1% | +4.2% |
| All | +54.1% | +132.0% | -77.9% | +4.2% |
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