+389.7%
TPR vs ED
+132.0%
+257.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +12.7% | -0.1% | +12.8% | +12.7% |
| 30D | +17.1% | +11.6% | +5.5% | +12.9% |
| 3M | -15.9% | +10.5% | -26.4% | -18.7% |
| 6M | +2.6% | +13.2% | -10.6% | -1.9% |
| YTD | +7.5% | +22.1% | -14.6% | -0.4% |
| 1Y | +32.9% | +24.2% | +8.8% | +22.3% |
| 3Y | +413.8% | +46.9% | +366.9% | +323.9% |
| 5Y | +263.9% | +80.8% | +183.1% | +161.2% |
| 10Y | +389.7% | +134.3% | +255.5% | +255.2% |
| All | +389.7% | +132.0% | +257.7% | +255.2% |
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