-74.5%
EDZ vs SPY
+74.0%
-148.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +3.7% |
| 7D | -15.2% | +3.3% | -18.5% | -7.6% |
| 30D | +20.0% | -2.7% | +22.7% | +15.9% |
| 3M | +21.6% | -1.7% | +23.3% | +21.5% |
| 6M | +2.8% | +3.1% | -0.3% | +21.4% |
| YTD | -47.0% | +11.9% | -58.8% | -19.9% |
| 1Y | -46.1% | +12.0% | -58.1% | -18.0% |
| 3Y | -84.5% | +78.2% | -162.7% | -24.1% |
| 5Y | -74.5% | +73.2% | -147.8% | +51.7% |
| All | -74.5% | +74.0% | -148.6% | +51.7% |
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