+164.6%
FEUZ vs SPY
+311.3%
-146.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | +1.3% | +0.5% | +0.8% | +0.9% |
| 30D | -0.1% | -0.9% | +0.8% | +0.6% |
| 3M | +3.6% | +3.9% | -0.3% | +0.2% |
| 6M | +12.0% | +14.5% | -2.5% | +0.3% |
| YTD | +13.7% | +12.9% | +0.8% | +3.0% |
| 1Y | +22.6% | +19.4% | +3.2% | +6.0% |
| 3Y | +94.5% | +78.5% | +16.1% | +20.0% |
| 5Y | +63.1% | +81.8% | -18.6% | -1.7% |
| 10Y | +164.6% | +311.5% | -146.9% | -12.3% |
| All | +164.6% | +311.3% | -146.7% | -12.3% |
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