+121.0%
GOOG vs ED
+50.2%
+70.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -0.5% |
| 7D | +3.0% | +2.1% | +1.0% | +3.8% |
| 30D | -14.9% | +10.4% | -25.3% | -11.8% |
| 3M | -14.9% | +12.5% | -27.4% | -11.2% |
| 6M | -26.6% | +14.9% | -41.5% | -22.8% |
| YTD | -6.6% | +24.8% | -31.4% | +1.2% |
| 1Y | +5.1% | +23.8% | -18.8% | +13.7% |
| 3Y | +121.0% | +51.6% | +69.3% | +142.9% |
| All | +121.0% | +50.2% | +70.8% | +142.9% |
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