+293.8%
TRV vs ED
+109.0%
+184.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -1.5% | -1.9% | +0.4% | -0.7% |
| 30D | -1.8% | +0.1% | -1.9% | -1.9% |
| 3M | +21.6% | 0.0% | +21.6% | +21.6% |
| 6M | +22.5% | -2.5% | +25.0% | +23.7% |
| YTD | +28.1% | +10.1% | +18.0% | +22.6% |
| 1Y | +37.0% | +13.6% | +23.4% | +29.1% |
| 3Y | +141.9% | +32.4% | +109.4% | +111.0% |
| 5Y | +158.5% | +69.9% | +88.6% | +97.5% |
| All | +293.8% | +109.0% | +184.8% | +187.5% |
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