+82.6%
ED vs STZ
-29.4%
+111.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +2.1% | +2.6% | -0.5% | +1.5% |
| 30D | +10.4% | +15.2% | -4.8% | +7.1% |
| 3M | +12.5% | +7.6% | +4.9% | +10.5% |
| 6M | +14.9% | +5.3% | +9.6% | +13.2% |
| YTD | +24.8% | +8.6% | +16.2% | +21.3% |
| 1Y | +23.8% | +15.6% | +8.3% | +18.3% |
| 3Y | +51.6% | -35.2% | +86.8% | +65.4% |
| All | +82.6% | -29.4% | +111.9% | +93.7% |
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 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