+64.6%
EZBC vs SPY
+63.5%
+1.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | -5.7% | -2.0% | -3.7% | -3.3% |
| 30D | +21.4% | -1.7% | +23.1% | +24.0% |
| 3M | +24.5% | +4.7% | +19.8% | +17.3% |
| 6M | +9.9% | +12.5% | -2.6% | -5.3% |
| YTD | -12.0% | +11.7% | -23.7% | -22.9% |
| 1Y | -32.3% | +17.5% | -49.8% | -43.8% |
| All | +64.6% | +63.5% | +1.2% | -8.2% |
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 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