+48.1%
EDF vs SPY
+699.9%
-651.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -3.3% |
| 7D | +1.1% | -0.9% | +2.0% | +1.7% |
| 30D | -5.9% | -2.4% | -3.5% | -4.3% |
| 3M | -12.5% | -1.2% | -11.3% | -11.8% |
| 6M | -10.7% | +3.3% | -14.0% | -13.0% |
| YTD | +1.2% | +12.3% | -11.1% | -7.3% |
| 1Y | +2.6% | +12.4% | -9.8% | -6.1% |
| 3Y | +69.6% | +78.8% | -9.2% | +7.1% |
| 5Y | +25.2% | +75.2% | -49.9% | -20.7% |
| 10Y | +38.5% | +311.1% | -272.6% | -50.5% |
| All | +48.1% | +699.9% | -651.9% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling