+141.5%
W vs ED
+104.2%
+37.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | +6.5% | +0.5% | +6.0% | +6.4% |
| 30D | -6.2% | +1.1% | -7.3% | -6.3% |
| 3M | +48.9% | +4.6% | +44.2% | +48.2% |
| 6M | +31.2% | -2.0% | +33.2% | +31.3% |
| YTD | -0.4% | +11.7% | -12.1% | -2.2% |
| 1Y | +14.8% | +15.7% | -0.9% | +12.0% |
| 3Y | +40.5% | +34.4% | +6.2% | +28.5% |
| 5Y | -62.1% | +67.3% | -129.4% | -66.9% |
| 10Y | +141.5% | +104.0% | +37.5% | +121.6% |
| All | +141.5% | +104.2% | +37.3% | +121.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling