+82.6%
EZA vs SPY
+82.3%
+0.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | 0.0% |
| 7D | -2.1% | -0.8% | -1.4% | -1.4% |
| 30D | +2.6% | -1.1% | +3.7% | +3.6% |
| 3M | +8.1% | +3.9% | +4.2% | +4.5% |
| 6M | +0.8% | +13.6% | -12.8% | -9.5% |
| YTD | +4.1% | +12.7% | -8.6% | -5.8% |
| 1Y | +24.8% | +17.5% | +7.3% | +9.0% |
| 3Y | +110.8% | +76.9% | +33.9% | +28.1% |
| All | +82.6% | +82.3% | +0.3% | +6.1% |
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