+8.2%
EFT vs SPY
+79.8%
-71.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -0.7% | -2.0% | +1.3% | 0.0% |
| 30D | -2.3% | -1.7% | -0.7% | -1.8% |
| 3M | 0.0% | +4.7% | -4.7% | -1.7% |
| 6M | +2.3% | +12.5% | -10.2% | -2.0% |
| YTD | -2.0% | +11.7% | -13.7% | -5.9% |
| 1Y | -4.1% | +17.5% | -21.6% | -9.7% |
| 3Y | +14.5% | +76.6% | -62.0% | -6.8% |
| 5Y | +8.2% | +82.0% | -73.9% | -14.0% |
| All | +8.2% | +79.8% | -71.6% | -14.0% |
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