-98.5%
EDZ vs SPY
+311.8%
-410.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.6% | -3.9% |
| 7D | -4.8% | -0.9% | -3.9% | -5.0% |
| 30D | +16.6% | -2.4% | +19.0% | +13.2% |
| 3M | +10.9% | -1.2% | +12.0% | +12.4% |
| 6M | +7.4% | +3.3% | +4.1% | +29.1% |
| YTD | -49.3% | +12.3% | -61.6% | -19.9% |
| 1Y | -48.4% | +12.4% | -60.8% | -17.7% |
| 3Y | -85.2% | +78.8% | -164.0% | -10.3% |
| 5Y | -75.9% | +75.2% | -151.0% | +77.7% |
| 10Y | -98.5% | +311.1% | -409.6% | +217.1% |
| All | -98.5% | +311.8% | -410.2% | +217.1% |
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 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