-22.7%
U vs ED
+98.6%
-121.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.9% | +5.6% |
| 7D | +2.6% | +2.1% | +0.5% | +3.2% |
| 30D | +27.6% | +10.4% | +17.2% | +31.5% |
| 3M | +15.3% | +12.5% | +2.8% | +19.6% |
| 6M | +96.4% | +14.9% | +81.5% | +105.4% |
| YTD | +19.6% | +24.8% | -5.3% | +27.6% |
| 1Y | +42.1% | +23.8% | +18.3% | +51.7% |
| 3Y | +87.5% | +51.6% | +35.9% | +99.2% |
| 5Y | -73.1% | +86.4% | -159.6% | -67.4% |
| All | -22.7% | +98.6% | -121.3% | -2.7% |
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