+40.0%
EDF vs SPY
+304.1%
-264.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +4.3% | -0.6% | +4.9% | +4.8% |
| 30D | -4.8% | -3.7% | -1.1% | -1.9% |
| 3M | -10.1% | -2.7% | -7.4% | -8.2% |
| 6M | -8.0% | +2.2% | -10.2% | -9.8% |
| YTD | +3.6% | +10.8% | -7.2% | -5.2% |
| 1Y | +5.6% | +11.2% | -5.7% | -3.8% |
| 3Y | +73.8% | +76.5% | -2.7% | +2.9% |
| 5Y | +28.5% | +72.9% | -44.5% | -23.7% |
| 10Y | +40.0% | +304.8% | -264.8% | -61.2% |
| All | +40.0% | +304.1% | -264.1% | -61.2% |
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