-80.8%
EVEX vs VT
+87.8%
-168.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -5.8% |
| 7D | -10.3% | +2.4% | -12.6% | -13.0% |
| 30D | +16.1% | -1.5% | +17.6% | +19.2% |
| 3M | -40.7% | -4.1% | -36.6% | -36.6% |
| 6M | -48.9% | +0.6% | -49.5% | -47.9% |
| YTD | -58.4% | +11.0% | -69.4% | -61.9% |
| 1Y | -60.1% | +13.3% | -73.4% | -64.3% |
| 3Y | -76.3% | +73.4% | -149.6% | -83.9% |
| All | -80.8% | +87.8% | -168.6% | -87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling