+146.4%
ED vs SPY
+307.0%
-160.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | +2.1% | +2.6% | -0.5% | +1.2% |
| 30D | +10.4% | -2.0% | +12.4% | +11.0% |
| 3M | +12.5% | -2.8% | +15.3% | +13.4% |
| 6M | +14.9% | +2.1% | +12.8% | +13.6% |
| YTD | +24.8% | +11.5% | +13.3% | +19.4% |
| 1Y | +23.8% | +13.5% | +10.4% | +17.6% |
| 3Y | +51.6% | +77.7% | -26.1% | +16.5% |
| 5Y | +86.4% | +72.6% | +13.8% | +43.3% |
| All | +146.4% | +307.0% | -160.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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