-49.2%
EDV vs SPY
+81.0%
-130.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +0.4% | -1.4% | +1.8% | +0.6% |
| 3M | -4.7% | +3.7% | -8.4% | -5.1% |
| 6M | -9.6% | +13.0% | -22.6% | -10.7% |
| YTD | -5.6% | +12.4% | -18.0% | -6.7% |
| 1Y | -7.9% | +18.5% | -26.4% | -9.4% |
| 3Y | -10.8% | +77.6% | -88.5% | -15.7% |
| 5Y | -49.2% | +81.7% | -130.8% | -53.2% |
| All | -49.2% | +81.0% | -130.2% | -53.2% |
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