+33.5%
EDN vs SPY
+17.2%
+16.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +2.2% |
| 7D | +2.5% | -2.0% | +4.5% | +6.8% |
| 30D | +8.8% | -1.7% | +10.5% | +12.6% |
| 3M | -3.3% | +4.7% | -8.1% | -12.9% |
| 6M | -7.7% | +12.5% | -20.2% | -30.2% |
| YTD | -16.3% | +11.7% | -28.0% | -35.3% |
| 1Y | +33.5% | +17.5% | +16.0% | -7.5% |
| All | +33.5% | +17.2% | +16.3% | -7.5% |
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