-20.4%
EDN vs SPY
+620.5%
-640.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | -0.2% | +2.6% | -2.8% | -2.4% |
| 30D | -32.0% | -2.0% | -30.0% | -30.8% |
| 3M | -40.9% | -2.8% | -38.2% | -39.5% |
| 6M | -39.3% | +2.1% | -41.4% | -40.2% |
| YTD | -53.1% | +11.5% | -64.6% | -57.1% |
| 1Y | -54.8% | +13.5% | -68.3% | -59.3% |
| 3Y | +37.7% | +77.7% | -40.0% | -12.2% |
| 5Y | +134.2% | +72.6% | +61.6% | +51.1% |
| 10Y | -44.8% | +308.2% | -352.9% | -82.0% |
| All | -20.4% | +620.5% | -640.9% | -82.7% |
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