+60.0%
UFEB vs SPY
+159.9%
-99.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +0.3% | +0.5% | -0.3% | +0.1% |
| 30D | +0.3% | -0.9% | +1.2% | +0.6% |
| 3M | +2.6% | +3.9% | -1.3% | +1.2% |
| 6M | +7.1% | +14.5% | -7.4% | +2.1% |
| YTD | +7.1% | +12.9% | -5.8% | +2.7% |
| 1Y | +11.6% | +19.4% | -7.8% | +4.9% |
| 3Y | +40.4% | +78.5% | -38.1% | +14.8% |
| 5Y | +42.5% | +81.8% | -39.3% | +14.9% |
| All | +60.0% | +159.9% | -99.9% | +12.1% |
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