-61.8%
EVCM vs VOO
+72.0%
-133.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.6% | -4.2% |
| 7D | -5.8% | +0.1% | -5.9% | -6.2% |
| 30D | -11.2% | -3.3% | -7.8% | -7.6% |
| 3M | -25.6% | -2.4% | -23.2% | -23.6% |
| 6M | -32.2% | +2.6% | -34.8% | -34.9% |
| YTD | -32.9% | +11.3% | -44.2% | -42.2% |
| 1Y | -13.2% | +13.4% | -26.6% | -27.2% |
| 3Y | +3.0% | +80.3% | -77.2% | -53.7% |
| 5Y | -61.8% | +72.7% | -134.5% | -81.0% |
| All | -61.8% | +72.0% | -133.7% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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