-16.9%
ECVT vs SPY
+236.1%
-253.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +6.7% |
| 7D | -0.6% | -4.7% | +4.1% | +4.2% |
| 30D | -1.8% | -5.9% | +4.1% | +4.2% |
| 3M | -11.1% | -4.5% | -6.5% | -7.2% |
| 6M | -30.9% | +1.8% | -32.7% | -32.9% |
| YTD | +4.6% | +8.3% | -3.7% | -5.2% |
| 1Y | +20.3% | +9.3% | +11.0% | +8.1% |
| 3Y | +8.1% | +74.9% | -66.8% | -40.7% |
| 5Y | -16.7% | +67.3% | -84.0% | -52.2% |
| All | -16.9% | +236.1% | -253.0% | -75.8% |
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