+67.3%
ED vs SPYG
+83.9%
-16.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | +1.9% | -1.7% | +3.6% | +1.9% |
| 3M | +1.9% | +3.6% | -1.8% | +1.9% |
| 6M | -2.3% | +16.6% | -18.8% | -2.5% |
| YTD | +10.9% | +13.4% | -2.5% | +10.7% |
| 1Y | +14.5% | +19.6% | -5.1% | +14.0% |
| 3Y | +33.4% | +99.8% | -66.4% | +21.4% |
| 5Y | +67.3% | +85.0% | -17.7% | +49.4% |
| All | +67.3% | +83.9% | -16.6% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 5y: compounded portfolio wealth divided by compounded SPYG 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…
5y analysis · Full analysis span regression · 6 months rolling