-71.7%
EVEX vs VT
+74.4%
-146.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +3.1% |
| 7D | +30.1% | -0.1% | +30.2% | +30.9% |
| 30D | +19.2% | -3.1% | +22.2% | +28.2% |
| 3M | -29.9% | -3.5% | -26.4% | -23.7% |
| 6M | -38.4% | +0.5% | -38.9% | -36.9% |
| YTD | -50.1% | +10.8% | -60.9% | -57.2% |
| 1Y | -52.7% | +11.9% | -64.6% | -60.1% |
| 3Y | -71.7% | +73.0% | -144.7% | -88.4% |
| All | -71.7% | +74.4% | -146.2% | -88.4% |
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