-92.0%
EEV vs SPY
+322.5%
-414.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -1.0% |
| 7D | +2.6% | -0.8% | +3.4% | +1.4% |
| 30D | -4.1% | -1.1% | -3.0% | -5.7% |
| 3M | -5.6% | +3.9% | -9.5% | +2.4% |
| 6M | -32.9% | +13.6% | -46.5% | -12.3% |
| YTD | -42.4% | +12.7% | -55.1% | -25.0% |
| 1Y | -48.4% | +17.5% | -65.9% | -27.2% |
| 3Y | -72.2% | +76.9% | -149.1% | -14.5% |
| 5Y | -61.2% | +83.6% | -144.8% | +44.6% |
| All | -92.0% | +322.5% | -414.5% | +155.7% |
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