+61.6%
EBF vs SPY
+79.8%
-18.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -0.6% | -2.0% | +1.4% | +0.3% |
| 30D | -4.3% | -1.7% | -2.7% | -3.6% |
| 3M | +2.6% | +4.7% | -2.1% | +0.2% |
| 6M | +3.0% | +12.5% | -9.5% | -3.0% |
| YTD | +22.0% | +11.7% | +10.3% | +15.2% |
| 1Y | +24.0% | +17.5% | +6.5% | +14.0% |
| 3Y | +27.8% | +76.6% | -48.7% | -4.9% |
| 5Y | +61.6% | +82.0% | -20.4% | +14.9% |
| All | +61.6% | +79.8% | -18.1% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling