+1,998.2%
ED vs STZ
+9,621.1%
-7,622.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -0.2% | -1.9% | +1.7% | +0.1% |
| 30D | -0.1% | -1.9% | +1.7% | +0.1% |
| 3M | +3.9% | -6.2% | +10.2% | +4.7% |
| 6M | -3.0% | -14.0% | +11.0% | -1.3% |
| YTD | +10.7% | -5.1% | +15.8% | +11.0% |
| 1Y | +13.3% | -9.6% | +22.9% | +14.2% |
| 3Y | +34.5% | -47.2% | +81.7% | +44.7% |
| 5Y | +67.1% | -33.6% | +100.7% | +74.1% |
| 10Y | +103.0% | -9.8% | +112.8% | +100.1% |
| All | +1,998.2% | +9,621.1% | -7,622.9% | +1,198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling