+69.9%
ED vs SHAK
-27.4%
+97.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.7% |
| 7D | -1.9% | -11.0% | +9.1% | -1.8% |
| 30D | +0.1% | -14.0% | +14.1% | +0.2% |
| 3M | 0.0% | +13.3% | -13.2% | -0.1% |
| 6M | -2.5% | -35.3% | +32.8% | -2.3% |
| YTD | +10.1% | -24.0% | +34.1% | +10.1% |
| 1Y | +13.6% | -36.7% | +50.3% | +13.8% |
| 3Y | +32.4% | -5.4% | +37.8% | +29.1% |
| 5Y | +69.9% | -24.9% | +94.8% | +58.9% |
| All | +69.9% | -27.4% | +97.3% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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