+107.5%
FFEB vs SPY
+156.7%
-49.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.8% | +2.6% | -0.8% | +0.1% |
| 30D | -0.7% | -2.0% | +1.3% | +0.6% |
| 3M | +0.1% | -2.8% | +2.9% | +1.9% |
| 6M | +3.6% | +2.1% | +1.4% | +1.9% |
| YTD | +10.4% | +11.5% | -1.1% | +2.6% |
| 1Y | +12.9% | +13.5% | -0.6% | +3.7% |
| 3Y | +56.8% | +77.7% | -20.9% | +6.2% |
| 5Y | +64.3% | +72.6% | -8.3% | +12.4% |
| All | +107.5% | +156.7% | -49.2% | +5.3% |
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