+767.4%
GOOG vs ED
+109.0%
+658.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -2.5% | -1.9% | -0.6% | -2.3% |
| 30D | -3.6% | +0.1% | -3.7% | -3.6% |
| 3M | -6.4% | 0.0% | -6.4% | -6.6% |
| 6M | +7.8% | -2.5% | +10.3% | +8.0% |
| YTD | +5.5% | +10.1% | -4.6% | +3.6% |
| 1Y | +38.3% | +13.6% | +24.7% | +35.0% |
| 3Y | +143.1% | +32.4% | +110.6% | +125.6% |
| 5Y | +135.0% | +69.9% | +65.1% | +104.4% |
| All | +767.4% | +109.0% | +658.3% | +614.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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