+304.8%
SPY vs ED
+136.7%
+168.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.6% |
| 7D | -0.6% | +2.1% | -2.7% | -1.1% |
| 30D | -3.7% | +12.4% | -16.1% | -6.5% |
| 3M | -2.7% | +13.1% | -15.9% | -5.8% |
| 6M | +2.2% | +14.1% | -11.9% | -1.5% |
| YTD | +10.8% | +23.1% | -12.2% | +4.3% |
| 1Y | +11.2% | +25.4% | -14.2% | +4.1% |
| 3Y | +76.5% | +47.9% | +28.6% | +53.7% |
| 5Y | +72.9% | +81.9% | -8.9% | +39.3% |
| 10Y | +304.8% | +141.3% | +163.6% | +210.2% |
| All | +304.8% | +136.7% | +168.1% | +210.2% |
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