-67.7%
EWV vs SPY
+78.7%
-146.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | -0.3% |
| 7D | -5.4% | +0.5% | -5.9% | -4.4% |
| 30D | -2.2% | -0.9% | -1.3% | -3.6% |
| 3M | -14.2% | +3.9% | -18.1% | -6.8% |
| 6M | -28.6% | +14.5% | -43.1% | -6.4% |
| YTD | -35.9% | +12.9% | -48.8% | -17.2% |
| 1Y | -39.5% | +19.4% | -58.8% | -13.8% |
| 3Y | -67.7% | +78.5% | -146.1% | -3.3% |
| All | -67.7% | +78.7% | -146.4% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling