-99.6%
EVTL vs SPY
+148.6%
-248.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.4% | -9.0% | -8.9% |
| 7D | -4.6% | +3.3% | -7.8% | -8.8% |
| 30D | -8.9% | -2.7% | -6.3% | -5.7% |
| 3M | -54.4% | -1.7% | -52.6% | -53.2% |
| 6M | -85.2% | +3.1% | -88.3% | -85.6% |
| YTD | -92.9% | +11.9% | -104.8% | -93.7% |
| 1Y | -91.2% | +12.0% | -103.2% | -92.1% |
| 3Y | -95.4% | +78.2% | -173.5% | -97.0% |
| 5Y | -99.6% | +73.2% | -172.9% | -99.8% |
| All | -99.6% | +148.6% | -248.2% | -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