+101.8%
EVC vs VT
+231.8%
-130.0%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +3.3% |
| 7D | +19.0% | -0.3% | +19.3% | +19.4% |
| 30D | +2.2% | -1.4% | +3.7% | +4.0% |
| 3M | -37.0% | -1.4% | -35.6% | -36.0% |
| 6M | +92.8% | +5.5% | +87.3% | +84.5% |
| YTD | +155.6% | +12.8% | +142.8% | +126.9% |
| 1Y | +284.3% | +15.4% | +268.8% | +233.4% |
| 3Y | +122.5% | +76.9% | +45.7% | +21.8% |
| 5Y | +9.5% | +60.4% | -50.9% | -33.0% |
| 10Y | +101.8% | +232.8% | -131.0% | -31.3% |
| All | +101.8% | +231.8% | -130.0% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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