+88.2%
EDC vs SPY
+18.8%
+69.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | +0.4% |
| 7D | +5.6% | -0.4% | +6.0% | +7.0% |
| 30D | +14.2% | -1.4% | +15.6% | +21.3% |
| 3M | +4.4% | +3.7% | +0.7% | -8.0% |
| 6M | +34.1% | +13.0% | +21.1% | -9.3% |
| YTD | +55.9% | +12.4% | +43.5% | +8.6% |
| 1Y | +88.2% | +18.5% | +69.6% | +15.5% |
| All | +88.2% | +18.8% | +69.4% | +15.5% |
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