+242.9%
EZU vs SPY
+747.1%
-504.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -0.4% | -0.4% | 0.0% | 0.0% |
| 30D | -2.3% | -1.4% | -1.0% | -0.9% |
| 3M | +3.5% | +3.7% | -0.2% | -0.4% |
| 6M | +11.0% | +13.0% | -2.0% | -2.2% |
| YTD | +10.6% | +12.4% | -1.8% | -2.0% |
| 1Y | +18.8% | +18.5% | +0.3% | -0.6% |
| 3Y | +73.6% | +77.6% | -4.0% | -7.2% |
| 5Y | +58.8% | +81.7% | -22.8% | -17.7% |
| 10Y | +163.3% | +319.7% | -156.4% | -47.0% |
| All | +242.9% | +747.1% | -504.1% | -69.6% |
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