+48.6%
EVC vs SPY
+82.0%
-33.5%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 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% | -8.7% |
| 6M | +177.7% | +13.0% | +164.7% | +144.2% |
| YTD | +193.8% | +13.5% | +180.3% | +157.1% |
| 1Y | +255.3% | +20.0% | +235.4% | +192.6% |
| 3Y | +182.0% | +77.2% | +104.8% | +42.2% |
| All | +48.6% | +82.0% | -33.5% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling