+28.1%
EDU vs SPY
+322.5%
-294.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.6% |
| 7D | -6.2% | -0.8% | -5.4% | -5.6% |
| 30D | +4.6% | -1.1% | +5.7% | +5.5% |
| 3M | +23.5% | +3.9% | +19.6% | +19.3% |
| 6M | +4.9% | +13.6% | -8.7% | -6.0% |
| YTD | +2.6% | +12.7% | -10.1% | -7.5% |
| 1Y | +3.4% | +17.5% | -14.1% | -10.0% |
| 3Y | -1.1% | +76.9% | -78.0% | -40.1% |
| 5Y | +171.6% | +83.6% | +88.0% | +61.0% |
| All | +28.1% | +322.5% | -294.4% | -67.8% |
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