+103.9%
FFEB vs SPY
+150.3%
-46.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -1.7% | -2.7% | +1.0% | 0.0% |
| 30D | -2.8% | -5.4% | +2.6% | +0.7% |
| 3M | -1.1% | -4.1% | +2.9% | +1.5% |
| 6M | +2.1% | +0.7% | +1.4% | +1.5% |
| YTD | +8.5% | +8.7% | -0.2% | +2.5% |
| 1Y | +11.1% | +10.9% | +0.2% | +3.5% |
| 3Y | +55.2% | +75.0% | -19.8% | +6.2% |
| 5Y | +61.4% | +67.8% | -6.4% | +12.5% |
| All | +103.9% | +150.3% | -46.4% | +5.2% |
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