+212.4%
EVC vs SPY
+78.0%
+134.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.1% | +1.2% |
| 7D | +44.2% | +0.1% | +44.1% | +43.7% |
| 30D | +38.2% | -3.3% | +41.5% | +42.6% |
| 3M | -21.8% | -2.4% | -19.4% | -20.1% |
| 6M | +31.4% | +2.6% | +28.8% | +28.1% |
| YTD | +226.5% | +11.2% | +215.3% | +200.5% |
| 1Y | +237.5% | +13.4% | +224.1% | +205.8% |
| 3Y | +212.4% | +79.9% | +132.5% | +63.9% |
| All | +212.4% | +78.0% | +134.4% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling