+156.4%
MAR vs ED
+71.7%
+84.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | -1.7% | +0.5% | -2.3% | -1.8% |
| 30D | -6.9% | +1.1% | -8.0% | -7.0% |
| 3M | -15.8% | +4.6% | -20.5% | -16.1% |
| 6M | +1.9% | -2.0% | +3.9% | +2.0% |
| YTD | +6.6% | +11.7% | -5.1% | +5.5% |
| 1Y | +23.7% | +15.7% | +7.9% | +22.0% |
| 3Y | +64.6% | +34.4% | +30.2% | +56.2% |
| 5Y | +156.4% | +67.3% | +89.0% | +149.1% |
| All | +156.4% | +71.7% | +84.7% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling