+177.5%
EFT vs SPY
+952.0%
-774.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | -1.5% | -0.9% | -0.6% | -1.1% |
| 3M | +1.0% | +3.9% | -2.9% | -0.9% |
| 6M | +2.3% | +14.5% | -12.3% | -4.2% |
| YTD | -1.6% | +12.9% | -14.5% | -7.2% |
| 1Y | -4.3% | +19.4% | -23.6% | -12.1% |
| 3Y | +15.0% | +78.5% | -63.5% | -13.4% |
| 5Y | +12.0% | +81.8% | -69.8% | -17.6% |
| 10Y | +62.6% | +311.5% | -248.9% | -21.3% |
| All | +177.5% | +952.0% | -774.5% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling