+200.2%
EVX vs SPY
+308.5%
-108.3%
-41.0%
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% | +0.6% |
| 7D | +1.4% | +3.3% | -1.9% | -1.2% |
| 30D | +4.2% | -2.7% | +6.9% | +6.3% |
| 3M | -0.5% | -1.7% | +1.3% | +0.8% |
| 6M | +4.2% | +3.1% | +1.1% | +1.3% |
| YTD | +7.5% | +11.9% | -4.4% | -2.4% |
| 1Y | +10.7% | +12.0% | -1.3% | +0.4% |
| 3Y | +49.1% | +78.2% | -29.1% | -9.3% |
| 5Y | +32.7% | +73.2% | -40.5% | -17.8% |
| All | +200.2% | +308.5% | -108.3% | -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