+29.2%
EVN vs SPY
+307.0%
-277.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -5.8% | +2.6% | -8.4% | -6.3% |
| 30D | +2.5% | -2.0% | +4.4% | +2.9% |
| 3M | -10.8% | -2.8% | -8.0% | -10.2% |
| 6M | -8.1% | +2.1% | -10.2% | -8.5% |
| YTD | -6.3% | +11.5% | -17.8% | -8.6% |
| 1Y | -9.0% | +13.5% | -22.5% | -11.6% |
| 3Y | +22.4% | +77.7% | -55.3% | +7.2% |
| 5Y | -8.5% | +72.6% | -81.1% | -19.9% |
| All | +29.2% | +307.0% | -277.8% | -10.0% |
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 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