-99.9%
EDBL vs SPY
+12.1%
-111.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -31.3% |
| 3M | -62.9% | -2.8% | -60.1% | -61.3% |
| 6M | -96.3% | +2.1% | -98.5% | -96.6% |
| YTD | -99.8% | +11.5% | -111.3% | -99.8% |
| 1Y | -99.9% | +13.5% | -113.4% | -99.9% |
| All | -99.9% | +12.1% | -111.9% | -99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling