+230.0%
EVV vs SPY
+1,066.0%
-835.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | -2.1% | +2.6% | -4.7% | -3.3% |
| 30D | +2.9% | -2.0% | +4.9% | +3.8% |
| 3M | -6.2% | -2.8% | -3.4% | -5.0% |
| 6M | -5.0% | +2.1% | -7.2% | -6.2% |
| YTD | -7.8% | +11.5% | -19.3% | -12.8% |
| 1Y | -7.9% | +13.5% | -21.4% | -13.7% |
| 3Y | +25.6% | +77.7% | -52.1% | -6.3% |
| 5Y | +4.1% | +72.6% | -68.6% | -22.2% |
| 10Y | +59.1% | +308.2% | -249.1% | -24.2% |
| All | +230.0% | +1,066.0% | -835.9% | -3.8% |
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 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