+77.7%
SPY vs ED
+50.2%
+27.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.2% |
| 7D | +2.6% | +2.1% | +0.5% | +2.9% |
| 30D | -2.0% | +10.4% | -12.4% | -0.7% |
| 3M | -2.8% | +12.5% | -15.3% | -1.2% |
| 6M | +2.1% | +14.9% | -12.8% | +4.1% |
| YTD | +11.5% | +24.8% | -13.3% | +14.5% |
| 1Y | +13.5% | +23.8% | -10.4% | +16.5% |
| 3Y | +77.7% | +51.6% | +26.1% | +78.2% |
| All | +77.7% | +50.2% | +27.5% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling