-100.0%
EDBL vs SPY
+88.7%
-188.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.4% | -0.4% | -20.0% | -19.9% |
| 7D | -11.9% | +2.6% | -14.5% | -14.9% |
| 30D | -33.2% | -2.0% | -31.2% | -31.2% |
| 3M | -62.9% | -2.8% | -60.1% | -61.4% |
| 6M | -96.3% | +2.1% | -98.5% | -96.5% |
| YTD | -99.8% | +11.5% | -111.3% | -99.8% |
| 1Y | -99.9% | +13.5% | -113.4% | -99.9% |
| 3Y | -100.0% | +77.7% | -177.7% | -100.0% |
| All | -100.0% | +88.7% | -188.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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