+19.4%
SPY vs ED
+14.2%
+5.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.3% |
| 7D | +0.5% | +0.5% | 0.0% | +0.7% |
| 30D | -0.9% | +1.1% | -2.0% | -0.6% |
| 3M | +3.9% | +4.6% | -0.8% | +5.3% |
| 6M | +14.5% | -2.0% | +16.5% | +14.2% |
| YTD | +12.9% | +11.7% | +1.2% | +16.9% |
| 1Y | +19.4% | +15.7% | +3.6% | +24.0% |
| All | +19.4% | +14.2% | +5.1% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling