-41.9%
EVEX vs VT
+23.3%
-65.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.7% |
| 7D | -3.9% | +0.4% | -4.3% | -5.0% |
| 30D | -16.5% | +1.0% | -17.5% | -18.5% |
| 3M | -29.5% | +2.4% | -31.9% | -32.4% |
| 6M | -27.9% | +12.0% | -39.9% | -41.8% |
| YTD | -44.4% | +15.3% | -59.7% | -58.6% |
| 1Y | -41.9% | +22.6% | -64.5% | -62.0% |
| All | -41.9% | +23.3% | -65.2% | -62.0% |
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