+371.7%
TPR vs ED
+141.1%
+230.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +6.4% | -0.9% | +7.3% | +6.8% |
| 30D | +13.8% | +11.2% | +2.6% | +9.8% |
| 3M | -16.6% | +11.8% | -28.4% | -19.7% |
| 6M | +0.7% | +14.1% | -13.4% | -4.0% |
| YTD | +5.3% | +23.0% | -17.6% | -2.6% |
| 1Y | +32.4% | +23.7% | +8.7% | +21.9% |
| 3Y | +406.4% | +47.7% | +358.6% | +316.8% |
| 5Y | +227.9% | +82.6% | +145.3% | +134.2% |
| 10Y | +371.7% | +141.8% | +230.0% | +238.1% |
| All | +371.7% | +141.1% | +230.6% | +238.1% |
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