+59.6%
EVUS vs SPY
+90.6%
-31.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +2.5% | +2.6% | -0.1% | +0.6% |
| 30D | +2.0% | -2.0% | +4.0% | +3.4% |
| 3M | +1.3% | -2.8% | +4.1% | +3.3% |
| 6M | +9.9% | +2.1% | +7.8% | +8.1% |
| YTD | +19.2% | +11.5% | +7.7% | +9.9% |
| 1Y | +21.8% | +13.5% | +8.3% | +10.9% |
| 3Y | +70.3% | +77.7% | -7.4% | +9.2% |
| All | +59.6% | +90.6% | -31.1% | -4.2% |
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