+208.2%
ECF vs SPY
+312.5%
-104.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | +3.3% | -0.4% | +3.6% | +3.6% |
| 30D | -0.6% | -1.4% | +0.8% | +0.6% |
| 3M | -0.9% | +3.7% | -4.6% | -3.7% |
| 6M | +15.1% | +13.0% | +2.0% | +4.5% |
| YTD | +11.5% | +12.4% | -0.9% | +1.7% |
| 1Y | +20.5% | +18.5% | +2.0% | +5.5% |
| 3Y | +83.3% | +77.6% | +5.7% | +13.7% |
| 5Y | +27.1% | +81.7% | -54.6% | -23.6% |
| 10Y | +208.2% | +319.7% | -111.4% | -3.7% |
| All | +208.2% | +312.5% | -104.3% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling