+47.4%
EDC vs SPY
+1,106.6%
-1,059.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +5.9% | +6.7% |
| 7D | +6.9% | +0.1% | +6.8% | +6.5% |
| 30D | +12.3% | +0.1% | +12.2% | +12.2% |
| 3M | -10.3% | +2.0% | -12.3% | -11.4% |
| 6M | +31.0% | +13.0% | +18.0% | -0.3% |
| YTD | +57.6% | +13.5% | +44.1% | +19.6% |
| 1Y | +105.9% | +20.0% | +85.9% | +34.2% |
| 3Y | +214.5% | +77.2% | +137.3% | -37.4% |
| 5Y | +1.2% | +81.9% | -80.7% | -81.3% |
| 10Y | +50.7% | +314.1% | -263.4% | -97.8% |
| All | +47.4% | +1,106.6% | -1,059.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling