-26.3%
U vs ED
+95.8%
-122.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -1.9% |
| 7D | +24.4% | +2.1% | +22.2% | +25.1% |
| 30D | +7.4% | +12.4% | -5.0% | +11.3% |
| 3M | +16.8% | +13.1% | +3.7% | +21.3% |
| 6M | +78.8% | +14.1% | +64.7% | +86.5% |
| YTD | +14.0% | +23.1% | -9.1% | +21.2% |
| 1Y | +16.7% | +25.4% | -8.7% | +24.6% |
| 3Y | +86.4% | +47.9% | +38.5% | +97.2% |
| 5Y | -71.5% | +81.9% | -153.3% | -65.6% |
| All | -26.3% | +95.8% | -122.1% | -7.6% |
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