+319.7%
SPY vs ED
+105.2%
+214.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -1.4% | +1.9% | -3.3% | -1.9% |
| 3M | +3.7% | +1.9% | +1.9% | +3.0% |
| 6M | +13.0% | -2.3% | +15.3% | +13.3% |
| YTD | +12.4% | +10.9% | +1.5% | +8.7% |
| 1Y | +18.5% | +14.5% | +4.0% | +13.4% |
| 3Y | +77.6% | +33.4% | +44.2% | +58.9% |
| 5Y | +81.7% | +67.3% | +14.4% | +49.5% |
| 10Y | +319.7% | +110.7% | +209.0% | +229.7% |
| All | +319.7% | +105.2% | +214.4% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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