+253.1%
EVC vs VT
+356.1%
-103.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.2% |
| 7D | +10.0% | -1.6% | +11.6% | +12.7% |
| 30D | -6.2% | -2.5% | -3.7% | -2.7% |
| 3M | -36.9% | -1.3% | -35.6% | -35.6% |
| 6M | +82.8% | +3.1% | +79.7% | +77.5% |
| YTD | +143.0% | +10.9% | +132.0% | +109.8% |
| 1Y | +263.4% | +12.1% | +251.4% | +209.4% |
| 3Y | +111.5% | +73.9% | +37.6% | -9.1% |
| 5Y | +5.4% | +58.0% | -52.5% | -46.4% |
| 10Y | +81.3% | +225.5% | -144.2% | -73.6% |
| All | +253.1% | +356.1% | -103.0% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling