+1,744.2%
TER vs ED
+104.2%
+1,640.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.2% |
| 7D | +11.0% | +0.5% | +10.4% | +10.9% |
| 30D | -1.9% | +1.1% | -3.0% | -1.9% |
| 3M | -0.7% | +4.6% | -5.3% | -1.2% |
| 6M | +36.4% | -2.0% | +38.3% | +36.3% |
| YTD | +92.4% | +11.7% | +80.7% | +89.3% |
| 1Y | +213.5% | +15.7% | +197.8% | +206.3% |
| 3Y | +277.2% | +34.4% | +242.9% | +249.7% |
| 5Y | +219.1% | +67.3% | +151.8% | +178.8% |
| 10Y | +1,744.2% | +104.0% | +1,640.2% | +1,493.6% |
| All | +1,744.2% | +104.2% | +1,640.0% | +1,493.6% |
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