+105.9%
EDC vs SPY
+20.8%
+85.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +5.9% | +7.3% |
| 7D | +6.9% | +0.1% | +6.8% | +6.2% |
| 30D | +12.3% | +0.1% | +12.2% | +12.0% |
| 3M | -10.3% | +2.0% | -12.3% | -13.6% |
| 6M | +31.0% | +13.0% | +18.0% | -12.1% |
| YTD | +57.6% | +13.5% | +44.1% | +5.2% |
| 1Y | +105.9% | +20.0% | +85.9% | +25.4% |
| All | +105.9% | +20.8% | +85.1% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling