+139.1%
ED vs SHAK
+43.4%
+95.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.0% |
| 7D | +0.5% | -0.3% | +0.9% | +0.5% |
| 30D | +1.1% | -5.2% | +6.3% | +1.3% |
| 3M | +4.6% | +27.3% | -22.6% | +3.6% |
| 6M | -2.0% | -27.9% | +25.9% | -1.2% |
| YTD | +11.7% | -17.0% | +28.7% | +11.8% |
| 1Y | +15.7% | -30.9% | +46.7% | +16.6% |
| 3Y | +34.4% | +3.4% | +31.0% | +30.8% |
| 5Y | +67.3% | -20.5% | +87.8% | +62.6% |
| 10Y | +104.0% | +88.3% | +15.8% | +85.9% |
| All | +139.1% | +43.4% | +95.7% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling