+3,557.0%
SHOP vs ED
+136.7%
+3,420.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.3% | -3.6% |
| 7D | +2.8% | +2.1% | +0.7% | +2.9% |
| 30D | -14.2% | +12.4% | -26.6% | -14.0% |
| 3M | -5.5% | +13.1% | -18.7% | -5.4% |
| 6M | +32.8% | +14.1% | +18.7% | +33.0% |
| YTD | -8.9% | +23.1% | -32.0% | -9.1% |
| 1Y | -7.7% | +25.4% | -33.2% | -8.0% |
| 3Y | +139.0% | +47.9% | +91.2% | +129.5% |
| 5Y | -0.5% | +81.9% | -82.4% | -7.3% |
| 10Y | +3,557.0% | +141.3% | +3,415.8% | +3,339.2% |
| All | +3,557.0% | +136.7% | +3,420.3% | +3,339.2% |
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