-99.6%
EVTL vs SPY
+67.4%
-167.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.1% |
| 7D | -3.6% | -2.7% | -0.9% | +0.2% |
| 30D | -26.8% | -5.4% | -21.4% | -20.5% |
| 3M | -67.9% | -4.1% | -63.8% | -65.7% |
| 6M | -85.1% | +0.7% | -85.8% | -85.0% |
| YTD | -92.4% | +8.7% | -101.1% | -93.0% |
| 1Y | -90.4% | +10.9% | -101.3% | -91.3% |
| 3Y | -95.8% | +75.0% | -170.8% | -97.4% |
| All | -99.6% | +67.4% | -167.0% | -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 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