+13,447.0%
GOOG vs ED
+560.2%
+12,886.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +1.1% | +0.5% | +0.5% | +0.9% |
| 30D | -5.1% | +1.1% | -6.1% | -5.4% |
| 3M | -7.1% | +4.6% | -11.7% | -8.7% |
| 6M | +12.7% | -2.0% | +14.6% | +12.9% |
| YTD | +7.1% | +11.7% | -4.6% | +2.7% |
| 1Y | +43.6% | +15.7% | +27.9% | +35.7% |
| 3Y | +146.8% | +34.4% | +112.4% | +115.0% |
| 5Y | +133.7% | +67.3% | +66.4% | +84.3% |
| 10Y | +773.3% | +104.0% | +669.3% | +490.7% |
| All | +13,447.0% | +560.2% | +12,886.8% | +4,519.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling