+48.0%
EFO vs SPY
+81.0%
-33.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.5% |
| 7D | -1.0% | -0.4% | -0.6% | -0.4% |
| 30D | -3.2% | -1.4% | -1.9% | -1.1% |
| 3M | +8.5% | +3.7% | +4.8% | +2.8% |
| 6M | +15.5% | +13.0% | +2.5% | -3.0% |
| YTD | +19.6% | +12.4% | +7.2% | +1.5% |
| 1Y | +31.0% | +18.5% | +12.4% | +2.8% |
| 3Y | +110.9% | +77.6% | +33.3% | -10.3% |
| 5Y | +48.0% | +81.7% | -33.7% | -38.0% |
| All | +48.0% | +81.0% | -33.0% | -38.0% |
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