+4,659.6%
EPD vs SPY
+993.1%
+3,666.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +3.2% | +0.1% | +3.2% | +3.2% |
| 3M | +3.5% | +2.0% | +1.5% | +2.0% |
| 6M | +7.9% | +13.0% | -5.2% | -0.1% |
| YTD | +27.1% | +13.5% | +13.5% | +17.2% |
| 1Y | +30.4% | +20.0% | +10.4% | +16.3% |
| 3Y | +79.0% | +77.2% | +1.8% | +25.7% |
| 5Y | +143.3% | +81.9% | +61.5% | +65.5% |
| 10Y | +195.2% | +314.1% | -118.9% | +27.9% |
| All | +4,659.6% | +993.1% | +3,666.5% | +1,112.4% |
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