+39.7%
GOOG vs ED
+13.4%
+26.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.4% |
| 7D | 0.0% | -0.8% | +0.8% | -0.2% |
| 30D | -2.0% | -0.4% | -1.5% | -2.1% |
| 3M | -5.9% | +0.5% | -6.3% | -5.7% |
| 6M | +8.9% | -3.1% | +12.0% | +7.5% |
| YTD | +7.1% | +9.8% | -2.7% | +13.1% |
| 1Y | +39.7% | +12.6% | +27.1% | +49.6% |
| All | +39.7% | +13.4% | +26.3% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling