-37.5%
U vs ED
+77.7%
-115.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.9% |
| 7D | +4.5% | +0.5% | +3.9% | +4.6% |
| 30D | -0.6% | +1.1% | -1.7% | -0.3% |
| 3M | +48.4% | +4.6% | +43.8% | +50.5% |
| 6M | +115.4% | -2.0% | +117.3% | +115.1% |
| YTD | -3.2% | +11.7% | -14.9% | -0.2% |
| 1Y | -6.0% | +15.7% | -21.8% | -2.4% |
| 3Y | +13.5% | +34.4% | -20.9% | +16.4% |
| 5Y | -68.0% | +67.3% | -135.3% | -62.3% |
| All | -37.5% | +77.7% | -115.2% | -23.9% |
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