+138.6%
EVC vs SPY
+304.1%
-165.5%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.7% |
| 7D | +31.6% | -0.6% | +32.2% | +32.1% |
| 30D | +35.4% | -3.7% | +39.0% | +40.2% |
| 3M | -21.7% | -2.7% | -18.9% | -19.6% |
| 6M | +28.7% | +2.2% | +26.5% | +26.1% |
| YTD | +219.8% | +10.8% | +209.0% | +191.6% |
| 1Y | +226.1% | +11.2% | +214.8% | +196.1% |
| 3Y | +189.8% | +76.5% | +113.3% | +67.2% |
| 5Y | +43.9% | +72.9% | -29.0% | -14.6% |
| 10Y | +138.6% | +304.8% | -166.2% | -36.5% |
| All | +138.6% | +304.1% | -165.5% | -36.5% |
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