+104.0%
ED vs STZ
-14.3%
+118.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +2.3% |
| 7D | +0.5% | -7.4% | +7.9% | +2.4% |
| 30D | +1.1% | -10.9% | +12.0% | +3.8% |
| 3M | +4.6% | -13.4% | +18.1% | +8.1% |
| 6M | -2.0% | -16.2% | +14.2% | +1.8% |
| YTD | +11.7% | -10.4% | +22.1% | +13.6% |
| 1Y | +15.7% | -14.8% | +30.5% | +18.8% |
| 3Y | +34.4% | -50.1% | +84.5% | +56.9% |
| 5Y | +67.3% | -38.8% | +106.1% | +83.2% |
| 10Y | +104.0% | -14.1% | +118.1% | +89.0% |
| All | +104.0% | -14.3% | +118.4% | +89.0% |
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