+45.0%
ED vs STZ
-37.2%
+82.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.1% |
| 7D | +1.6% | +4.9% | -3.3% | +0.8% |
| 30D | +13.3% | +20.9% | -7.6% | +9.9% |
| 3M | +9.7% | +8.0% | +1.7% | +8.1% |
| 6M | +12.8% | -5.3% | +18.1% | +13.3% |
| YTD | +22.3% | +5.9% | +16.4% | +20.1% |
| 1Y | +26.3% | +14.2% | +12.1% | +22.1% |
| 3Y | +45.0% | -37.0% | +82.0% | +52.7% |
| All | +45.0% | -37.2% | +82.2% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling