+193.6%
EVC vs SPY
+77.4%
+116.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | -27.4% | +0.1% | -27.5% | -27.3% |
| 3M | -6.7% | +2.0% | -8.7% | -8.5% |
| 6M | +177.7% | +13.0% | +164.7% | +150.3% |
| YTD | +193.8% | +13.5% | +180.3% | +163.9% |
| 1Y | +255.3% | +20.0% | +235.4% | +204.7% |
| All | +193.6% | +77.4% | +116.3% | +48.4% |
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