+4.7%
EVC vs SPY
+740.8%
-736.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.3% | +8.1% | +7.5% |
| 7D | +37.0% | -0.9% | +37.9% | +38.4% |
| 30D | +53.1% | -2.4% | +55.5% | +58.4% |
| 3M | +8.7% | -1.2% | +9.8% | +10.2% |
| 6M | +13.7% | +3.3% | +10.4% | +8.1% |
| YTD | +250.0% | +12.3% | +237.8% | +195.0% |
| 1Y | +246.2% | +12.4% | +233.7% | +190.7% |
| 3Y | +217.1% | +78.8% | +138.3% | +26.2% |
| 5Y | +55.8% | +75.2% | -19.3% | -35.6% |
| 10Y | +155.1% | +311.1% | -156.0% | -77.3% |
| All | +4.7% | +740.8% | -736.1% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling