+4,451.1%
EPD vs SPY
+970.9%
+3,480.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -2.2% |
| 7D | -1.8% | +0.1% | -1.9% | -2.0% |
| 30D | +3.2% | -3.3% | +6.5% | +5.0% |
| 3M | -1.4% | -2.4% | +1.1% | -0.3% |
| 6M | +1.6% | +2.6% | -0.9% | -0.4% |
| YTD | +21.5% | +11.2% | +10.3% | +13.2% |
| 1Y | +24.6% | +13.4% | +11.2% | +14.7% |
| 3Y | +73.3% | +79.9% | -6.6% | +20.4% |
| 5Y | +128.9% | +72.2% | +56.7% | +60.6% |
| 10Y | +196.4% | +307.3% | -110.9% | +29.4% |
| All | +4,451.1% | +970.9% | +3,480.2% | +1,070.1% |
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 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