+120.7%
MAR vs ED
+47.4%
+73.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +14.0% | +11.6% | +2.4% | +14.5% |
| 3M | +18.1% | +10.5% | +7.6% | +18.5% |
| 6M | +18.6% | +13.2% | +5.4% | +19.2% |
| YTD | +35.3% | +22.1% | +13.1% | +36.5% |
| 1Y | +44.5% | +24.2% | +20.3% | +45.9% |
| 3Y | +120.7% | +46.9% | +73.8% | +110.6% |
| All | +120.7% | +47.4% | +73.3% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling