+9.5%
EVV vs SPY
+81.8%
-72.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | -1.7% | -0.9% | -0.8% | -1.4% |
| 3M | +0.1% | +3.9% | -3.8% | -1.4% |
| 6M | -1.9% | +14.5% | -16.5% | -6.8% |
| YTD | -3.3% | +12.9% | -16.2% | -7.7% |
| 1Y | -5.1% | +19.4% | -24.5% | -11.3% |
| 3Y | +28.6% | +78.5% | -49.9% | +2.6% |
| 5Y | +9.5% | +81.8% | -72.2% | -13.8% |
| All | +9.5% | +81.8% | -72.2% | -13.8% |
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