-44.9%
EEFT vs SPY
+79.8%
-124.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.9% |
| 7D | -3.5% | -2.0% | -1.5% | -1.3% |
| 30D | +0.4% | -1.7% | +2.0% | +2.3% |
| 3M | +10.5% | +4.7% | +5.8% | +4.6% |
| 6M | -1.8% | +12.5% | -14.3% | -14.2% |
| YTD | -7.1% | +11.7% | -18.8% | -18.1% |
| 1Y | -21.3% | +17.5% | -38.8% | -34.8% |
| 3Y | -14.6% | +76.6% | -91.2% | -55.9% |
| 5Y | -44.9% | +82.0% | -127.0% | -72.9% |
| All | -44.9% | +79.8% | -124.7% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling