+2,498.9%
MAR vs ED
+713.7%
+1,785.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.6% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | -6.7% | -0.1% | -6.5% | -6.6% |
| 3M | -12.5% | +3.9% | -16.4% | -13.7% |
| 6M | +0.6% | -3.0% | +3.6% | +1.3% |
| YTD | +9.1% | +10.7% | -1.6% | +4.9% |
| 1Y | +26.2% | +13.3% | +12.9% | +20.1% |
| 3Y | +68.2% | +34.5% | +33.7% | +47.4% |
| 5Y | +163.9% | +67.1% | +96.8% | +109.8% |
| 10Y | +420.6% | +103.0% | +317.5% | +254.0% |
| All | +2,498.9% | +713.7% | +1,785.3% | +809.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling