+140.7%
GOOG vs ED
+34.3%
+106.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -7.7% | +1.9% | -9.6% | -7.1% |
| 3M | -9.3% | +1.9% | -11.2% | -8.7% |
| 6M | +7.4% | -2.3% | +9.7% | +6.9% |
| YTD | +4.9% | +10.9% | -6.0% | +8.6% |
| 1Y | +37.2% | +14.5% | +22.7% | +43.7% |
| All | +140.7% | +34.3% | +106.4% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling