+4.8%
EDC vs SPY
+81.8%
-77.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.8% |
| 7D | +9.4% | +0.5% | +8.8% | +7.9% |
| 30D | +13.5% | -0.9% | +14.5% | +16.1% |
| 3M | +6.6% | +3.9% | +2.7% | +0.4% |
| 6M | +44.4% | +14.5% | +29.8% | +15.4% |
| YTD | +58.5% | +12.9% | +45.6% | +32.0% |
| 1Y | +94.3% | +19.4% | +75.0% | +46.2% |
| 3Y | +239.7% | +78.5% | +161.2% | +16.3% |
| 5Y | +4.8% | +81.8% | -76.9% | -62.3% |
| All | +4.8% | +81.8% | -77.0% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling