-99.6%
EVTL vs SPY
+147.2%
-246.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.4% | -8.5% | -9.3% |
| 7D | -4.3% | +0.1% | -4.4% | -4.8% |
| 30D | -27.2% | -3.3% | -23.9% | -23.9% |
| 3M | -72.1% | -2.4% | -69.6% | -71.1% |
| 6M | -86.5% | +2.6% | -89.0% | -86.7% |
| YTD | -92.9% | +11.2% | -104.1% | -93.6% |
| 1Y | -91.3% | +13.4% | -104.7% | -92.3% |
| 3Y | -95.6% | +79.9% | -175.5% | -97.2% |
| 5Y | -99.6% | +72.2% | -171.8% | -99.8% |
| All | -99.6% | +147.2% | -246.8% | -99.8% |
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