+383.5%
V vs ED
+101.3%
+282.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.6% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +2.0% | -0.1% | +2.1% | +2.0% |
| 3M | +17.4% | +3.9% | +13.4% | +15.9% |
| 6M | +17.5% | -3.0% | +20.5% | +18.4% |
| YTD | +7.6% | +10.7% | -3.1% | +3.7% |
| 1Y | +7.7% | +13.3% | -5.6% | +2.8% |
| 3Y | +54.7% | +34.5% | +20.2% | +37.7% |
| 5Y | +73.0% | +67.1% | +5.9% | +40.6% |
| All | +383.5% | +101.3% | +282.2% | +277.8% |
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