+498.8%
MAR vs ED
+147.1%
+351.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.5% |
| 7D | +1.6% | +2.1% | -0.5% | +1.4% |
| 30D | +13.8% | +10.4% | +3.4% | +12.5% |
| 3M | +20.3% | +12.5% | +7.7% | +18.6% |
| 6M | +21.3% | +14.9% | +6.4% | +19.3% |
| YTD | +37.2% | +24.8% | +12.4% | +33.5% |
| 1Y | +48.4% | +23.8% | +24.6% | +44.6% |
| 3Y | +120.1% | +51.6% | +68.5% | +106.6% |
| 5Y | +182.1% | +86.4% | +95.6% | +156.9% |
| All | +498.8% | +147.1% | +351.7% | +447.0% |
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