+62.6%
FEUZ vs SPY
+82.0%
-19.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | +1.7% | +2.0% | -0.3% | -0.1% |
| 6M | +8.6% | +13.0% | -4.4% | -1.8% |
| YTD | +13.6% | +13.5% | +0.1% | +2.4% |
| 1Y | +24.0% | +20.0% | +4.0% | +6.7% |
| 3Y | +89.0% | +77.2% | +11.8% | +16.8% |
| All | +62.6% | +82.0% | -19.4% | -4.3% |
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 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