+67.7%
UL vs ED
+105.2%
-37.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.4% |
| 7D | -3.2% | -0.2% | -3.1% | -3.2% |
| 30D | -0.6% | +1.9% | -2.5% | -1.3% |
| 3M | +9.4% | +1.9% | +7.6% | +8.7% |
| 6M | -4.1% | -2.3% | -1.9% | -3.4% |
| YTD | -2.0% | +10.9% | -12.9% | -5.8% |
| 1Y | -9.0% | +14.5% | -23.5% | -13.7% |
| 3Y | +21.8% | +33.4% | -11.6% | +8.6% |
| 5Y | +20.6% | +67.3% | -46.7% | -2.4% |
| 10Y | +67.7% | +110.7% | -43.0% | +29.3% |
| All | +67.7% | +105.2% | -37.5% | +29.3% |
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