+475.1%
EVX vs SPY
+711.2%
-236.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -1.7% | +0.1% | -1.8% | -1.8% |
| 3M | +2.6% | +2.0% | +0.6% | +0.8% |
| 6M | -2.3% | +13.0% | -15.3% | -11.6% |
| YTD | +6.1% | +13.5% | -7.4% | -4.3% |
| 1Y | +3.0% | +20.0% | -17.0% | -11.2% |
| 3Y | +32.1% | +77.2% | -45.1% | -17.2% |
| 5Y | +38.8% | +81.9% | -43.1% | -15.1% |
| 10Y | +203.7% | +314.1% | -110.4% | -2.8% |
| All | +475.1% | +711.2% | -236.1% | +4.4% |
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