+441.9%
MAR vs ED
+105.2%
+336.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.9% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -4.7% | +1.9% | -6.6% | -4.9% |
| 3M | -15.6% | +1.9% | -17.5% | -15.8% |
| 6M | +1.2% | -2.3% | +3.5% | +1.4% |
| YTD | +7.5% | +10.9% | -3.4% | +6.0% |
| 1Y | +26.6% | +14.5% | +12.1% | +24.4% |
| 3Y | +66.0% | +33.4% | +32.6% | +58.0% |
| 5Y | +154.1% | +67.3% | +86.8% | +134.0% |
| 10Y | +441.9% | +110.7% | +331.2% | +392.6% |
| All | +441.9% | +105.2% | +336.6% | +392.6% |
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 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