-50.0%
TE vs ED
+57.2%
-107.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -3.1% |
| 7D | +15.0% | -0.2% | +15.2% | +14.9% |
| 30D | -7.5% | +1.9% | -9.5% | -7.2% |
| 3M | -42.0% | +1.9% | -43.8% | -41.6% |
| 6M | -31.4% | -2.3% | -29.2% | -31.2% |
| YTD | -26.5% | +10.9% | -37.4% | -25.4% |
| 1Y | +153.1% | +14.5% | +138.6% | +157.6% |
| 3Y | -20.7% | +33.4% | -54.1% | -20.9% |
| 5Y | -45.4% | +67.3% | -112.7% | -45.0% |
| All | -50.0% | +57.2% | -107.2% | -49.5% |
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