+45.0%
ED vs SPY
+75.1%
-30.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.3% |
| 7D | +1.6% | -2.7% | +4.3% | +1.2% |
| 30D | +13.3% | -5.4% | +18.7% | +12.2% |
| 3M | +9.7% | -4.1% | +13.8% | +8.9% |
| 6M | +12.8% | +0.7% | +12.1% | +13.0% |
| YTD | +22.3% | +8.7% | +13.6% | +23.9% |
| 1Y | +26.3% | +10.9% | +15.4% | +28.2% |
| 3Y | +45.0% | +75.0% | -30.0% | +28.4% |
| All | +45.0% | +75.1% | -30.1% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling