-12.2%
ECVT vs SPY
+245.1%
-257.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +0.1% |
| 7D | +7.1% | +0.1% | +7.0% | +6.6% |
| 30D | +7.1% | -3.3% | +10.4% | +10.5% |
| 3M | +3.7% | -2.4% | +6.1% | +5.8% |
| 6M | -23.9% | +2.6% | -26.5% | -26.6% |
| YTD | +10.6% | +11.2% | -0.7% | -2.5% |
| 1Y | +27.5% | +13.4% | +14.1% | +10.2% |
| 3Y | +22.1% | +79.9% | -57.8% | -34.9% |
| 5Y | -18.4% | +72.2% | -90.6% | -54.6% |
| All | -12.2% | +245.1% | -257.3% | -75.2% |
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