+31.8%
EDF vs VOO
+81.6%
-49.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +3.3% | -0.4% | +3.6% | +3.4% |
| 30D | +3.2% | -1.4% | +4.6% | +4.0% |
| 3M | +2.0% | +3.7% | -1.7% | 0.0% |
| 6M | +15.6% | +13.0% | +2.5% | +8.1% |
| YTD | +19.1% | +12.4% | +6.6% | +11.6% |
| 1Y | +21.0% | +18.6% | +2.4% | +10.0% |
| 3Y | +76.2% | +78.1% | -1.9% | +23.5% |
| 5Y | +31.8% | +82.3% | -50.5% | -12.5% |
| All | +31.8% | +81.6% | -49.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling