-21.0%
EEFT vs SPY
+18.1%
-39.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.4% |
| 7D | -2.2% | -0.8% | -1.4% | -1.7% |
| 30D | +1.4% | -1.1% | +2.5% | +2.2% |
| 3M | +9.2% | +3.9% | +5.4% | +6.4% |
| 6M | -2.6% | +13.6% | -16.2% | -11.4% |
| YTD | -5.2% | +12.7% | -17.8% | -12.9% |
| 1Y | -21.0% | +17.5% | -38.5% | -28.4% |
| All | -21.0% | +18.1% | -39.1% | -28.4% |
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