+155.7%
EVC vs SPY
+315.0%
-159.3%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.1% | +1.1% |
| 7D | +44.2% | +0.1% | +44.1% | +43.8% |
| 30D | +38.2% | -3.3% | +41.5% | +42.6% |
| 3M | -21.8% | -2.4% | -19.4% | -20.0% |
| 6M | +31.4% | +2.6% | +28.8% | +28.2% |
| YTD | +226.5% | +11.2% | +215.3% | +196.6% |
| 1Y | +237.5% | +13.4% | +224.1% | +200.9% |
| 3Y | +212.4% | +79.9% | +132.5% | +77.0% |
| 5Y | +43.2% | +72.2% | -29.0% | -14.8% |
| 10Y | +155.7% | +307.3% | -151.6% | -34.1% |
| All | +155.7% | +315.0% | -159.3% | -34.1% |
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