+106.5%
EUDG vs SPY
+395.9%
-289.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +1.6% | +2.6% | -1.0% | -0.4% |
| 30D | +4.6% | -2.0% | +6.6% | +6.1% |
| 3M | -2.2% | -2.8% | +0.6% | -0.2% |
| 6M | +3.9% | +2.1% | +1.8% | +2.0% |
| YTD | +6.1% | +11.5% | -5.4% | -2.6% |
| 1Y | +10.6% | +13.5% | -2.9% | +0.1% |
| 3Y | +44.7% | +77.7% | -33.0% | -9.4% |
| 5Y | +29.6% | +72.6% | -43.0% | -17.6% |
| 10Y | +142.4% | +308.2% | -165.8% | -24.8% |
| All | +106.5% | +395.9% | -289.4% | -43.6% |
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