-55.0%
EVCM vs VOO
+92.7%
-147.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.4% |
| 7D | -13.9% | +0.1% | -14.0% | -14.0% |
| 30D | -33.2% | +0.1% | -33.2% | -33.1% |
| 3M | -16.7% | +2.0% | -18.7% | -19.0% |
| 6M | -35.8% | +13.0% | -48.9% | -45.4% |
| YTD | -34.6% | +13.6% | -48.2% | -44.7% |
| 1Y | -30.0% | +20.1% | -50.1% | -45.2% |
| 3Y | -25.4% | +77.6% | -102.9% | -65.2% |
| 5Y | -63.8% | +82.4% | -146.3% | -83.2% |
| All | -55.0% | +92.7% | -147.7% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling