+55.0%
EDC vs SPY
+321.4%
-266.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -0.5% |
| 7D | +5.6% | -0.4% | +6.0% | +6.5% |
| 30D | +14.2% | -1.4% | +15.6% | +18.3% |
| 3M | +4.4% | +3.7% | +0.7% | -1.8% |
| 6M | +34.1% | +13.0% | +21.1% | +7.7% |
| YTD | +55.9% | +12.4% | +43.5% | +28.4% |
| 1Y | +88.2% | +18.5% | +69.6% | +38.2% |
| 3Y | +234.0% | +77.6% | +156.4% | -5.7% |
| 5Y | +3.5% | +81.7% | -78.2% | -70.5% |
| All | +55.0% | +321.4% | -266.4% | -94.6% |
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