-21.2%
EVC vs SPY
+711.1%
-732.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.4% | +7.4% | +9.6% |
| 7D | +19.6% | -4.7% | +24.3% | +28.0% |
| 30D | +11.9% | -5.9% | +17.9% | +22.1% |
| 3M | -34.9% | -4.5% | -30.4% | -30.6% |
| 6M | +90.6% | +1.8% | +88.9% | +86.8% |
| YTD | +163.3% | +8.3% | +155.0% | +133.6% |
| 1Y | +175.0% | +9.3% | +165.7% | +140.2% |
| 3Y | +129.3% | +74.9% | +54.4% | -5.8% |
| 5Y | +11.1% | +67.3% | -56.2% | -50.9% |
| 10Y | +107.9% | +311.6% | -203.6% | -81.8% |
| All | -21.2% | +711.1% | -732.3% | -97.6% |
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