+141.3%
ED vs STZ
+11.6%
+129.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.1% | +5.3% | -3.2% | +0.8% |
| 30D | +12.4% | +19.6% | -7.2% | +7.6% |
| 3M | +13.1% | +10.0% | +3.2% | +10.3% |
| 6M | +14.1% | -0.3% | +14.3% | +13.6% |
| YTD | +23.1% | +8.6% | +14.5% | +19.3% |
| 1Y | +25.4% | +16.6% | +8.9% | +19.2% |
| 3Y | +47.9% | -34.8% | +82.6% | +61.0% |
| 5Y | +81.9% | -27.8% | +109.7% | +91.2% |
| 10Y | +141.3% | +12.5% | +128.7% | +112.5% |
| All | +141.3% | +11.6% | +129.7% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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