+514.8%
EWU vs SPY
+1,905.1%
-1,390.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.5% | +0.1% | +0.4% | +0.4% |
| 3M | +5.1% | +2.0% | +3.1% | +3.1% |
| 6M | +4.3% | +13.0% | -8.7% | -6.3% |
| YTD | +12.1% | +13.5% | -1.5% | +0.2% |
| 1Y | +21.4% | +20.0% | +1.4% | +3.3% |
| 3Y | +70.2% | +77.2% | -7.0% | +1.1% |
| 5Y | +76.4% | +81.9% | -5.5% | +0.7% |
| 10Y | +119.4% | +314.1% | -194.7% | -40.9% |
| All | +514.8% | +1,905.1% | -1,390.3% | -38.2% |
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