+29.2%
EBUF vs SPY
+43.0%
-13.8%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.1% | -0.4% | +1.4% | +1.2% |
| 30D | +2.2% | -1.4% | +3.6% | +2.7% |
| 3M | +2.9% | +3.7% | -0.8% | +1.8% |
| 6M | +10.9% | +13.0% | -2.1% | +6.9% |
| YTD | +12.6% | +12.4% | +0.2% | +8.7% |
| 1Y | +15.6% | +18.5% | -2.9% | +10.0% |
| All | +29.2% | +43.0% | -13.8% | +14.6% |
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