+82.9%
ED vs STZ
-29.7%
+112.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.0% |
| 7D | +1.6% | +4.9% | -3.3% | +0.6% |
| 30D | +13.3% | +20.9% | -7.6% | +8.9% |
| 3M | +9.7% | +8.0% | +1.7% | +7.7% |
| 6M | +12.8% | -5.3% | +18.1% | +13.6% |
| YTD | +22.3% | +5.9% | +16.4% | +19.5% |
| 1Y | +26.3% | +14.2% | +12.1% | +20.9% |
| 3Y | +45.0% | -37.0% | +82.0% | +59.2% |
| All | +82.9% | -29.7% | +112.6% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling