+766.8%
EZA vs SPY
+1,278.3%
-511.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | +1.9% | -0.4% | +2.2% | +2.4% |
| 30D | +2.3% | -1.4% | +3.6% | +4.1% |
| 3M | +12.0% | +3.7% | +8.3% | +7.1% |
| 6M | +1.2% | +13.0% | -11.8% | -12.4% |
| YTD | +5.9% | +12.4% | -6.5% | -7.6% |
| 1Y | +30.2% | +18.5% | +11.7% | +6.3% |
| 3Y | +118.9% | +77.6% | +41.3% | +4.8% |
| 5Y | +88.3% | +81.7% | +6.6% | -14.6% |
| 10Y | +114.7% | +319.7% | -205.0% | -68.2% |
| All | +766.8% | +1,278.3% | -511.5% | -48.8% |
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