+167.6%
FEUZ vs SPY
+358.4%
-190.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +0.2% | -2.7% | +2.9% | +2.3% |
| 30D | +0.9% | -5.4% | +6.3% | +5.4% |
| 3M | -7.0% | -4.1% | -2.9% | -4.0% |
| 6M | -6.4% | +0.7% | -7.1% | -7.2% |
| YTD | +5.5% | +8.7% | -3.2% | -1.5% |
| 1Y | +12.4% | +10.9% | +1.5% | +3.2% |
| 3Y | +86.1% | +75.0% | +11.1% | +16.9% |
| 5Y | +51.3% | +67.8% | -16.5% | -2.4% |
| 10Y | +156.6% | +312.9% | -156.2% | -19.3% |
| All | +167.6% | +358.4% | -190.8% | -18.5% |
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