+151.3%
EVC vs SPY
+312.9%
-161.5%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.9% | +0.3% | +19.6% | +19.6% |
| 7D | +47.6% | -2.7% | +50.3% | +51.3% |
| 30D | +32.6% | -5.4% | +38.0% | +39.7% |
| 3M | -20.7% | -4.1% | -16.6% | -17.5% |
| 6M | +18.3% | +0.7% | +17.6% | +17.5% |
| YTD | +215.6% | +8.7% | +207.0% | +193.2% |
| 1Y | +224.0% | +10.9% | +213.1% | +195.2% |
| 3Y | +181.7% | +75.0% | +106.7% | +63.9% |
| 5Y | +33.1% | +67.8% | -34.6% | -18.8% |
| All | +151.3% | +312.9% | -161.5% | -37.3% |
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