+151.3%
EVC vs VT
+215.5%
-64.2%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.9% | +0.2% | +19.6% | +19.6% |
| 7D | +47.6% | -2.3% | +49.9% | +51.1% |
| 30D | +32.6% | -5.0% | +37.6% | +40.1% |
| 3M | -20.7% | -4.9% | -15.8% | -16.3% |
| 6M | +18.3% | -1.5% | +19.8% | +20.4% |
| YTD | +215.6% | +8.5% | +207.2% | +191.8% |
| 1Y | +224.0% | +11.4% | +212.6% | +191.1% |
| 3Y | +181.7% | +70.1% | +111.6% | +60.3% |
| 5Y | +33.1% | +53.7% | -20.6% | -15.0% |
| All | +151.3% | +215.5% | -64.2% | -16.1% |
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