+243.6%
W vs ED
+132.0%
+111.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +10.5% | +11.6% | -1.1% | +9.5% |
| 3M | +9.6% | +10.5% | -0.9% | +8.7% |
| 6M | +76.4% | +13.2% | +63.2% | +74.4% |
| YTD | +16.4% | +22.1% | -5.7% | +13.6% |
| 1Y | +9.3% | +24.2% | -14.8% | +6.4% |
| 3Y | +172.8% | +46.9% | +125.9% | +148.5% |
| 5Y | -53.4% | +80.8% | -134.2% | -59.2% |
| 10Y | +243.6% | +134.3% | +109.4% | +241.2% |
| All | +243.6% | +132.0% | +111.6% | +241.2% |
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