+483.5%
EVX vs SPY
+696.5%
-213.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +2.0% | +2.6% | -0.6% | 0.0% |
| 30D | +4.1% | -2.0% | +6.1% | +5.7% |
| 3M | -1.2% | -2.8% | +1.6% | +0.9% |
| 6M | +4.9% | +2.1% | +2.8% | +2.8% |
| YTD | +7.7% | +11.5% | -3.8% | -1.7% |
| 1Y | +11.1% | +13.5% | -2.3% | 0.0% |
| 3Y | +49.9% | +77.7% | -27.8% | -6.5% |
| 5Y | +32.9% | +72.6% | -39.7% | -15.4% |
| 10Y | +202.0% | +308.2% | -106.2% | -2.3% |
| All | +483.5% | +696.5% | -213.0% | +7.3% |
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