+223.9%
EUFN vs SPY
+796.1%
-572.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.2% | +3.7% |
| 7D | +3.0% | -4.7% | +7.7% | +8.6% |
| 30D | -0.4% | -5.9% | +5.5% | +6.5% |
| 3M | -7.0% | -4.5% | -2.5% | -2.2% |
| 6M | +9.1% | +1.8% | +7.3% | +6.7% |
| YTD | +9.2% | +8.3% | +0.8% | -0.2% |
| 1Y | +20.8% | +9.3% | +11.4% | +9.2% |
| 3Y | +139.9% | +74.9% | +65.0% | +23.4% |
| 5Y | +135.8% | +67.3% | +68.6% | +26.3% |
| 10Y | +246.9% | +311.6% | -64.7% | -45.1% |
| All | +223.9% | +796.1% | -572.2% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling