+539.2%
MAR vs ED
+141.1%
+398.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | +16.2% | +11.2% | +5.0% | +14.8% |
| 3M | +23.1% | +11.8% | +11.3% | +21.5% |
| 6M | +22.0% | +14.1% | +7.9% | +20.0% |
| YTD | +39.2% | +23.0% | +16.2% | +35.7% |
| 1Y | +48.3% | +23.7% | +24.6% | +44.4% |
| 3Y | +123.4% | +47.7% | +75.6% | +110.4% |
| 5Y | +185.4% | +82.6% | +102.8% | +160.6% |
| 10Y | +539.2% | +141.8% | +397.4% | +490.9% |
| All | +539.2% | +141.1% | +398.1% | +490.9% |
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