-3.6%
EEFT vs SPY
+14.6%
-18.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +5.5% |
| 7D | +15.5% | -0.7% | +16.2% | +16.0% |
| 30D | +10.0% | -1.0% | +11.0% | +10.7% |
| 3M | -8.1% | -0.3% | -7.8% | -8.0% |
| 6M | -2.5% | +7.3% | -9.9% | -7.6% |
| YTD | -7.2% | +13.3% | -20.5% | -15.6% |
| 1Y | -3.6% | +14.8% | -18.4% | -12.6% |
| All | -3.6% | +14.6% | -18.2% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling