-30.0%
EVCM vs VT
+23.3%
-53.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -13.9% | +0.4% | -14.4% | -14.2% |
| 30D | -33.2% | +1.0% | -34.1% | -33.5% |
| 3M | -16.7% | +2.4% | -19.1% | -17.9% |
| 6M | -35.8% | +12.0% | -47.8% | -41.2% |
| YTD | -34.6% | +15.3% | -49.9% | -41.6% |
| 1Y | -30.0% | +22.6% | -52.6% | -44.9% |
| All | -30.0% | +23.3% | -53.4% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling