+134.3%
ED vs STLA
+21.0%
+113.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.1% | -6.4% | +6.3% | +0.2% |
| 30D | +11.6% | -1.3% | +12.9% | +11.6% |
| 3M | +10.5% | -19.9% | +30.5% | +11.5% |
| 6M | +13.2% | -42.9% | +56.1% | +16.0% |
| YTD | +22.1% | -59.4% | +81.5% | +27.1% |
| 1Y | +24.2% | -56.8% | +81.0% | +28.6% |
| 3Y | +46.9% | -73.1% | +120.0% | +55.9% |
| 5Y | +80.8% | -70.1% | +150.9% | +87.5% |
| 10Y | +134.3% | +19.8% | +114.5% | +124.9% |
| All | +134.3% | +21.0% | +113.2% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling