+298.3%
EVF vs SPY
+1,069.7%
-771.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -0.4% | +0.1% | -0.4% | -0.4% |
| 3M | +1.1% | +2.0% | -0.9% | +0.4% |
| 6M | +1.2% | +13.0% | -11.8% | -3.0% |
| YTD | -1.0% | +13.5% | -14.5% | -5.2% |
| 1Y | -3.4% | +20.0% | -23.4% | -9.3% |
| 3Y | +14.4% | +77.2% | -62.7% | -6.1% |
| 5Y | +15.3% | +81.9% | -66.6% | -7.1% |
| 10Y | +71.3% | +314.1% | -242.8% | +5.5% |
| All | +298.3% | +1,069.7% | -771.4% | +85.0% |
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