+297.9%
EVF vs SPY
+1,046.0%
-748.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | -0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +1.5% | -3.3% | +4.8% | +2.6% |
| 3M | -0.3% | -2.4% | +2.2% | +0.5% |
| 6M | +1.3% | +2.6% | -1.3% | +0.2% |
| YTD | -1.1% | +11.2% | -12.3% | -4.8% |
| 1Y | -2.1% | +13.4% | -15.4% | -6.3% |
| 3Y | +7.0% | +79.9% | -72.9% | -12.8% |
| 5Y | +10.2% | +72.2% | -61.9% | -9.5% |
| 10Y | +67.5% | +307.3% | -239.8% | +3.7% |
| All | +297.9% | +1,046.0% | -748.1% | +85.9% |
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