-14.7%
EEFT vs SPY
+76.5%
-91.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.4% |
| 7D | -3.3% | -0.4% | -3.0% | -3.0% |
| 30D | -0.5% | -1.4% | +0.9% | +1.0% |
| 3M | +7.4% | +3.7% | +3.7% | +3.3% |
| 6M | -2.7% | +13.0% | -15.7% | -14.4% |
| YTD | -7.3% | +12.4% | -19.7% | -17.9% |
| 1Y | -22.8% | +18.5% | -41.3% | -35.6% |
| All | -14.7% | +76.5% | -91.2% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling