+59.1%
EVUS vs SPY
+90.2%
-31.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +0.5% |
| 7D | +0.6% | +0.1% | +0.6% | +0.6% |
| 30D | +1.8% | -3.3% | +5.1% | +4.2% |
| 3M | +2.0% | -2.4% | +4.4% | +3.7% |
| 6M | +9.9% | +2.6% | +7.3% | +7.7% |
| YTD | +18.8% | +11.2% | +7.6% | +9.8% |
| 1Y | +22.0% | +13.4% | +8.6% | +11.1% |
| 3Y | +71.5% | +79.9% | -8.4% | +8.8% |
| All | +59.1% | +90.2% | -31.1% | -4.3% |
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