+3,781.0%
SHOP vs ED
+147.1%
+3,633.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | -1.2% | +2.1% | -3.3% | -1.2% |
| 30D | -14.7% | +10.4% | -25.1% | -14.6% |
| 3M | -7.2% | +12.5% | -19.8% | -7.0% |
| 6M | +54.2% | +14.9% | +39.3% | +54.5% |
| YTD | -8.6% | +24.8% | -33.5% | -8.8% |
| 1Y | +0.5% | +23.8% | -23.3% | +0.4% |
| 3Y | +135.9% | +51.6% | +84.3% | +126.3% |
| 5Y | -11.9% | +86.4% | -98.3% | -17.9% |
| All | +3,781.0% | +147.1% | +3,633.9% | +3,595.1% |
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