-52.6%
EVCM vs VT
+61.8%
-114.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +3.2% |
| 7D | -8.7% | -4.2% | -4.6% | -3.8% |
| 30D | -9.9% | -5.8% | -4.1% | -3.0% |
| 3M | -29.5% | -5.2% | -24.3% | -24.8% |
| 6M | -24.2% | +0.1% | -24.4% | -25.5% |
| YTD | -31.0% | +8.2% | -39.3% | -39.2% |
| 1Y | -27.7% | +10.1% | -37.8% | -38.1% |
| 3Y | -13.0% | +69.7% | -82.7% | -58.8% |
| 5Y | -57.6% | +53.4% | -111.0% | -76.4% |
| All | -52.6% | +61.8% | -114.3% | -74.5% |
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