+227.0%
EUFN vs SPY
+307.0%
-80.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +3.1% | +2.6% | +0.5% | +0.6% |
| 30D | +3.0% | -2.0% | +5.0% | +4.9% |
| 3M | -6.5% | -2.8% | -3.7% | -4.0% |
| 6M | +8.6% | +2.1% | +6.5% | +6.3% |
| YTD | +10.1% | +11.5% | -1.4% | -0.6% |
| 1Y | +17.9% | +13.5% | +4.5% | +4.8% |
| 3Y | +139.7% | +77.7% | +62.0% | +35.9% |
| 5Y | +140.6% | +72.6% | +68.0% | +39.7% |
| All | +227.0% | +307.0% | -80.0% | -31.3% |
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