+44.9%
EDC vs SPY
+318.9%
-274.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -5.0% |
| 7D | -2.4% | -2.0% | -0.4% | +2.6% |
| 30D | +5.5% | -1.7% | +7.2% | +10.2% |
| 3M | +3.0% | +4.7% | -1.8% | -5.4% |
| 6M | +24.0% | +12.5% | +11.5% | +0.8% |
| YTD | +45.7% | +11.7% | +34.0% | +22.0% |
| 1Y | +72.1% | +17.5% | +54.7% | +29.3% |
| 3Y | +212.2% | +76.6% | +135.7% | -10.5% |
| 5Y | -3.0% | +82.0% | -85.0% | -72.4% |
| All | +44.9% | +318.9% | -274.0% | -94.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling