+174.6%
FEUZ vs SPY
+367.6%
-193.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | +2.5% | -0.6% | +3.0% | +2.9% |
| 30D | +3.1% | -3.7% | +6.8% | +6.2% |
| 3M | -4.4% | -2.7% | -1.6% | -2.3% |
| 6M | -3.1% | +2.2% | -5.3% | -5.0% |
| YTD | +8.2% | +10.8% | -2.6% | -0.6% |
| 1Y | +13.5% | +11.2% | +2.2% | +3.9% |
| 3Y | +90.4% | +76.5% | +13.9% | +18.7% |
| 5Y | +57.3% | +72.9% | -15.6% | -0.9% |
| 10Y | +160.0% | +304.8% | -144.8% | -17.0% |
| All | +174.6% | +367.6% | -193.0% | -17.7% |
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