+141.3%
ED vs STLA
+12.4%
+128.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +0.9% |
| 7D | +2.1% | -4.9% | +7.0% | +2.4% |
| 30D | +12.4% | -4.9% | +17.3% | +12.6% |
| 3M | +13.1% | -23.7% | +36.8% | +14.5% |
| 6M | +14.1% | -45.0% | +59.0% | +17.2% |
| YTD | +23.1% | -60.9% | +83.9% | +28.4% |
| 1Y | +25.4% | -58.9% | +84.3% | +30.4% |
| 3Y | +47.9% | -74.4% | +122.3% | +57.7% |
| 5Y | +81.9% | -71.5% | +153.4% | +89.4% |
| 10Y | +141.3% | +5.3% | +136.0% | +120.6% |
| All | +141.3% | +12.4% | +128.9% | +120.6% |
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