+61.2%
EWUS vs SPY
+312.5%
-251.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -1.0% | -0.4% | -0.6% | -0.7% |
| 30D | -3.2% | -1.4% | -1.8% | -2.1% |
| 3M | +5.5% | +3.7% | +1.8% | +2.3% |
| 6M | +6.3% | +13.0% | -6.7% | -3.7% |
| YTD | +6.6% | +12.4% | -5.8% | -3.0% |
| 1Y | +12.8% | +18.5% | -5.7% | -1.8% |
| 3Y | +52.6% | +77.6% | -25.0% | -5.9% |
| 5Y | +4.5% | +81.7% | -77.2% | -37.2% |
| 10Y | +61.2% | +319.7% | -258.4% | -46.0% |
| All | +61.2% | +312.5% | -251.3% | -46.0% |
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