+234.2%
EUFN vs SPY
+315.0%
-80.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +1.5% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +4.0% | -3.3% | +7.3% | +7.3% |
| 3M | -6.0% | -2.4% | -3.6% | -3.9% |
| 6M | +8.1% | +2.6% | +5.5% | +5.4% |
| YTD | +10.8% | +11.2% | -0.4% | +0.3% |
| 1Y | +22.2% | +13.4% | +8.8% | +8.6% |
| 3Y | +144.6% | +79.9% | +64.7% | +37.0% |
| 5Y | +141.3% | +72.2% | +69.1% | +40.4% |
| 10Y | +234.2% | +307.3% | -73.2% | -30.5% |
| All | +234.2% | +315.0% | -80.8% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling