-91.4%
EEV vs SPY
+307.0%
-398.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.2% |
| 7D | -5.2% | +2.6% | -7.8% | -0.6% |
| 30D | +10.6% | -2.0% | +12.6% | +8.5% |
| 3M | +17.7% | -2.8% | +20.5% | +14.6% |
| 6M | +11.4% | +2.1% | +9.3% | +21.2% |
| YTD | -29.7% | +11.5% | -41.2% | -8.5% |
| 1Y | -30.6% | +13.5% | -44.0% | -6.7% |
| 3Y | -67.8% | +77.7% | -145.5% | +0.5% |
| 5Y | -52.8% | +72.6% | -125.4% | +59.3% |
| All | -91.4% | +307.0% | -398.4% | +144.7% |
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 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