+106.4%
EZA vs SPY
+322.5%
-216.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | -0.1% |
| 7D | -2.1% | -0.8% | -1.4% | -1.3% |
| 30D | +2.6% | -1.1% | +3.7% | +3.8% |
| 3M | +8.1% | +3.9% | +4.2% | +3.9% |
| 6M | +0.8% | +13.6% | -12.8% | -11.3% |
| YTD | +4.1% | +12.7% | -8.6% | -7.5% |
| 1Y | +24.8% | +17.5% | +7.3% | +6.1% |
| 3Y | +110.8% | +76.9% | +33.9% | +13.8% |
| 5Y | +86.4% | +83.6% | +2.8% | -4.7% |
| All | +106.4% | +322.5% | -216.1% | -66.7% |
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