+1.3%
EVPF vs SPY
+11.2%
-9.9%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +2.2% | -3.3% | +5.6% | +2.8% |
| 3M | -0.4% | -2.4% | +2.0% | -0.1% |
| 6M | +0.2% | +2.6% | -2.4% | -0.5% |
| All | +1.3% | +11.2% | -9.9% | -1.3% |
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