-11.2%
EVCM vs VT
+76.6%
-87.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.1% |
| 7D | -9.3% | -0.3% | -9.0% | -9.0% |
| 30D | -6.1% | -1.4% | -4.6% | -4.5% |
| 3M | -28.8% | -1.4% | -27.4% | -27.8% |
| 6M | -26.8% | +5.5% | -32.3% | -32.3% |
| YTD | -29.6% | +12.8% | -42.5% | -40.6% |
| 1Y | -24.1% | +15.4% | -39.5% | -38.2% |
| All | -11.2% | +76.6% | -87.8% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling