-16.7%
ECVT vs SPY
+252.2%
-268.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +1.0% | +0.1% | +0.9% | +0.8% |
| 30D | -10.8% | +0.1% | -10.9% | -10.9% |
| 3M | -21.0% | +2.0% | -23.0% | -23.0% |
| 6M | -11.2% | +13.0% | -24.2% | -22.6% |
| YTD | +4.9% | +13.5% | -8.6% | -9.0% |
| 1Y | +13.3% | +20.0% | -6.6% | -7.3% |
| 3Y | -1.4% | +77.2% | -78.5% | -46.3% |
| 5Y | -23.2% | +81.9% | -105.1% | -59.5% |
| All | -16.7% | +252.2% | -268.9% | -76.8% |
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