+48.6%
EVC vs VT
+66.2%
-17.6%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.3% | +0.4% | +3.9% | +3.7% |
| 30D | -27.4% | +1.0% | -28.4% | -28.3% |
| 3M | -6.7% | +2.4% | -9.0% | -9.7% |
| 6M | +177.7% | +12.0% | +165.7% | +141.5% |
| YTD | +193.8% | +15.3% | +178.5% | +145.9% |
| 1Y | +255.3% | +22.6% | +232.7% | +174.7% |
| 3Y | +182.0% | +74.7% | +107.3% | +31.4% |
| All | +48.6% | +66.2% | -17.6% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling