-99.4%
EVTL vs SPY
+152.3%
-251.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -12.4% | +0.1% | -12.6% | -12.5% |
| 30D | -54.0% | +0.1% | -54.1% | -53.9% |
| 3M | -75.2% | +2.0% | -77.2% | -75.5% |
| 6M | -85.5% | +13.0% | -98.5% | -87.2% |
| YTD | -88.8% | +13.5% | -102.3% | -90.1% |
| 1Y | -86.7% | +20.0% | -106.7% | -88.9% |
| 3Y | -96.0% | +77.2% | -173.2% | -97.5% |
| 5Y | -99.4% | +81.9% | -181.3% | -99.6% |
| All | -99.4% | +152.3% | -251.7% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling