-33.3%
TLT vs ED
+67.1%
-100.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -0.6% | -0.1% | -0.4% | -0.6% |
| 3M | -2.7% | +3.9% | -6.7% | -3.5% |
| 6M | -5.6% | -3.0% | -2.6% | -5.2% |
| YTD | -2.8% | +10.7% | -13.5% | -5.0% |
| 1Y | -1.4% | +13.3% | -14.8% | -4.2% |
| 3Y | -1.6% | +34.5% | -36.1% | -7.9% |
| All | -33.3% | +67.1% | -100.3% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling