+50.3%
EDV vs SPY
+690.1%
-639.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | -0.2% |
| 7D | +0.7% | +0.5% | +0.1% | +0.9% |
| 30D | -0.1% | -0.9% | +0.9% | -0.4% |
| 3M | -3.1% | +3.9% | -6.9% | -1.8% |
| 6M | -7.7% | +14.5% | -22.2% | -3.4% |
| YTD | -4.9% | +12.9% | -17.8% | -0.9% |
| 1Y | -7.8% | +19.4% | -27.2% | -2.1% |
| 3Y | -10.1% | +78.5% | -88.6% | +10.8% |
| 5Y | -48.0% | +81.8% | -129.8% | -35.2% |
| 10Y | -35.7% | +311.5% | -347.2% | +22.8% |
| All | +50.3% | +690.1% | -639.9% | +346.0% |
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