+3,214.7%
MAR vs ED
+803.9%
+2,410.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +1.0% | -0.9% | +1.9% | +1.3% |
| 30D | +16.2% | +11.2% | +5.0% | +12.0% |
| 3M | +23.1% | +11.8% | +11.3% | +18.3% |
| 6M | +22.0% | +14.1% | +7.9% | +16.3% |
| YTD | +39.2% | +23.0% | +16.2% | +29.0% |
| 1Y | +48.3% | +23.7% | +24.6% | +37.0% |
| 3Y | +123.4% | +47.7% | +75.6% | +89.8% |
| 5Y | +185.4% | +82.6% | +102.8% | +120.5% |
| 10Y | +539.2% | +141.8% | +397.4% | +305.6% |
| All | +3,214.7% | +803.9% | +2,410.7% | +1,018.2% |
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