+12.8%
EDN vs SPY
+21.3%
-8.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.9% | -4.0% |
| 7D | +3.4% | +0.3% | +3.2% | +2.8% |
| 30D | -3.8% | +0.2% | -4.0% | -4.3% |
| 3M | -8.5% | +2.8% | -11.2% | -13.8% |
| 6M | -6.6% | +14.3% | -20.9% | -31.1% |
| YTD | -18.4% | +14.0% | -32.3% | -39.3% |
| All | +12.8% | +21.3% | -8.5% | -21.2% |
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 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