+110.8%
EUDG vs SPY
+405.0%
-294.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -0.5% | +0.1% | -0.6% | -0.6% |
| 3M | +4.6% | +2.0% | +2.6% | +2.9% |
| 6M | +5.3% | +13.0% | -7.7% | -4.2% |
| YTD | +8.3% | +13.5% | -5.3% | -1.9% |
| 1Y | +16.8% | +20.0% | -3.2% | +1.3% |
| 3Y | +42.8% | +77.2% | -34.4% | -10.3% |
| 5Y | +29.0% | +81.9% | -52.9% | -21.3% |
| 10Y | +125.9% | +314.1% | -188.2% | -30.6% |
| All | +110.8% | +405.0% | -294.2% | -43.2% |
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