backwardation and roll yield

Is this an accurate way to look at it?

In an effecient market you would expect spot price to move towards the future price.

so let’s say you are long the future and in 12 months the spot price ends up being higher. well that’s good so you’ll profit (positive roll yield). Theoritically the spot moved in the opposite direction of the future which is (backwards).

Any1 confirm this is correct?

this helped me out a lot