+3,029.2%
SPY vs ED
+1,715.9%
+1,313.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -3.3% | +11.6% | -14.9% | -7.4% |
| 3M | -2.4% | +10.5% | -13.0% | -6.2% |
| 6M | +2.6% | +13.2% | -10.7% | -2.7% |
| YTD | +11.2% | +22.1% | -10.9% | +2.1% |
| 1Y | +13.4% | +24.2% | -10.8% | +3.3% |
| 3Y | +79.9% | +46.9% | +33.0% | +49.9% |
| 5Y | +72.2% | +80.8% | -8.6% | +30.3% |
| 10Y | +307.3% | +134.3% | +173.1% | +164.8% |
| All | +3,029.2% | +1,715.9% | +1,313.3% | +818.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling