+141.3%
EUFN vs SPY
+71.5%
+69.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +1.8% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +4.0% | -3.3% | +7.3% | +7.0% |
| 3M | -6.0% | -2.4% | -3.6% | -4.1% |
| 6M | +8.1% | +2.6% | +5.5% | +5.7% |
| YTD | +10.8% | +11.2% | -0.4% | +1.5% |
| 1Y | +22.2% | +13.4% | +8.8% | +10.2% |
| 3Y | +144.6% | +79.9% | +64.7% | +47.2% |
| 5Y | +141.3% | +72.2% | +69.1% | +48.8% |
| All | +141.3% | +71.5% | +69.9% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling