-77.0%
EVEX vs VT
+87.4%
-164.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.7% |
| 7D | +30.1% | -0.1% | +30.2% | +30.8% |
| 30D | +19.2% | -3.1% | +22.2% | +25.2% |
| 3M | -29.9% | -3.5% | -26.4% | -25.8% |
| 6M | -38.4% | +0.5% | -38.9% | -37.1% |
| YTD | -50.1% | +10.8% | -60.9% | -54.2% |
| 1Y | -52.7% | +11.9% | -64.6% | -57.0% |
| 3Y | -71.7% | +73.0% | -144.7% | -80.8% |
| All | -77.0% | +87.4% | -164.4% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling