+195.7%
ECF vs SPY
+315.0%
-119.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -4.5% | -3.3% | -1.1% | -1.8% |
| 3M | -6.6% | -2.4% | -4.1% | -4.7% |
| 6M | -7.3% | +2.6% | -9.9% | -9.1% |
| YTD | +4.5% | +11.2% | -6.7% | -3.8% |
| 1Y | +3.7% | +13.4% | -9.7% | -6.0% |
| 3Y | +92.2% | +79.9% | +12.3% | +18.0% |
| 5Y | +20.3% | +72.2% | -51.9% | -24.1% |
| 10Y | +195.7% | +307.3% | -111.6% | -5.6% |
| All | +195.7% | +315.0% | -119.3% | -5.6% |
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 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