+59.8%
EVUS vs SPY
+92.0%
-32.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | -0.4% |
| 7D | -1.1% | -0.9% | -0.2% | -0.5% |
| 30D | +1.7% | -2.4% | +4.0% | +3.4% |
| 3M | +2.0% | -1.2% | +3.2% | +2.8% |
| 6M | +10.2% | +3.3% | +6.9% | +7.5% |
| YTD | +19.3% | +12.3% | +7.0% | +9.5% |
| 1Y | +21.1% | +12.4% | +8.6% | +11.0% |
| 3Y | +70.3% | +78.8% | -8.5% | +8.7% |
| All | +59.8% | +92.0% | -32.2% | -4.5% |
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