+73.0%
EVLU vs SPY
+40.8%
+32.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +1.1% | +2.6% | -1.5% | -1.0% |
| 30D | -4.3% | -2.0% | -2.3% | -2.7% |
| 3M | -5.9% | -2.8% | -3.1% | -3.7% |
| 6M | -2.4% | +2.1% | -4.5% | -3.8% |
| YTD | +22.9% | +11.5% | +11.4% | +13.8% |
| 1Y | +23.6% | +13.5% | +10.2% | +13.1% |
| All | +73.0% | +40.8% | +32.2% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling