-61.8%
EEV vs SPY
+81.0%
-142.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +0.4% |
| 7D | -4.3% | -0.4% | -3.9% | -4.8% |
| 30D | -9.9% | -1.4% | -8.5% | -11.7% |
| 3M | -12.4% | +3.7% | -16.1% | -5.6% |
| 6M | -34.5% | +13.0% | -47.5% | -17.5% |
| YTD | -43.4% | +12.4% | -55.8% | -28.6% |
| 1Y | -51.4% | +18.5% | -69.9% | -33.3% |
| 3Y | -73.4% | +77.6% | -151.0% | -29.0% |
| 5Y | -61.8% | +81.7% | -143.5% | +19.2% |
| All | -61.8% | +81.0% | -142.8% | +19.2% |
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