+269.5%
EUFN vs SPY
+313.4%
-43.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +1.6% | +0.1% | +1.6% | +1.5% |
| 3M | +16.3% | +2.0% | +14.3% | +14.1% |
| 6M | +23.2% | +13.0% | +10.2% | +9.8% |
| YTD | +19.3% | +13.5% | +5.7% | +5.9% |
| 1Y | +34.5% | +20.0% | +14.5% | +13.2% |
| 3Y | +156.8% | +77.2% | +79.6% | +45.7% |
| 5Y | +168.9% | +81.9% | +87.0% | +47.7% |
| All | +269.5% | +313.4% | -43.9% | -20.2% |
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 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