+49.8%
EDD vs SPY
+81.0%
-31.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.0% | -0.4% | +2.4% | +2.2% |
| 30D | +0.5% | -1.4% | +1.9% | +1.1% |
| 3M | +15.1% | +3.7% | +11.4% | +13.3% |
| 6M | +17.5% | +13.0% | +4.5% | +11.5% |
| YTD | +18.3% | +12.4% | +6.0% | +12.6% |
| 1Y | +23.1% | +18.5% | +4.6% | +14.5% |
| 3Y | +81.9% | +77.6% | +4.3% | +41.0% |
| 5Y | +49.8% | +81.7% | -31.9% | +12.1% |
| All | +49.8% | +81.0% | -31.2% | +12.1% |
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