+68.9%
EVF vs SPY
+311.3%
-242.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | -0.2% | -0.9% | +0.8% | +0.2% |
| 3M | +1.1% | +3.9% | -2.8% | -0.6% |
| 6M | +2.4% | +14.5% | -12.1% | -3.5% |
| YTD | -1.0% | +12.9% | -13.9% | -6.2% |
| 1Y | -3.4% | +19.4% | -22.8% | -10.7% |
| 3Y | +13.7% | +78.5% | -64.7% | -12.7% |
| 5Y | +15.1% | +81.8% | -66.6% | -13.3% |
| 10Y | +68.9% | +311.5% | -242.6% | -11.9% |
| All | +68.9% | +311.3% | -242.4% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling