+228.7%
EUFN vs SPY
+312.9%
-84.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.5% |
| 7D | +2.0% | -2.7% | +4.7% | +4.6% |
| 30D | -0.1% | -5.4% | +5.3% | +5.2% |
| 3M | -8.9% | -4.1% | -4.8% | -5.3% |
| 6M | +2.9% | +0.7% | +2.2% | +2.1% |
| YTD | +6.8% | +8.7% | -1.9% | -1.2% |
| 1Y | +18.0% | +10.9% | +7.2% | +7.1% |
| 3Y | +135.6% | +75.0% | +60.6% | +35.4% |
| 5Y | +130.7% | +67.8% | +63.0% | +37.6% |
| All | +228.7% | +312.9% | -84.2% | -31.4% |
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