-14.6%
ECVT vs SPY
+72.1%
-86.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.4% |
| 7D | +4.6% | +2.6% | +2.0% | +2.1% |
| 30D | +10.6% | -2.0% | +12.6% | +12.3% |
| 3M | +8.8% | -2.8% | +11.6% | +11.3% |
| 6M | -25.3% | +2.1% | -27.4% | -27.4% |
| YTD | +12.7% | +11.5% | +1.3% | +0.1% |
| 1Y | +27.7% | +13.5% | +14.2% | +11.5% |
| 3Y | +22.0% | +77.7% | -55.7% | -30.1% |
| All | -14.6% | +72.1% | -86.7% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling