-74.0%
EVEX vs VT
+94.1%
-168.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.0% |
| 7D | +2.3% | +1.0% | +1.3% | +0.9% |
| 30D | -18.5% | -0.2% | -18.2% | -18.2% |
| 3M | -21.3% | +4.5% | -25.9% | -24.9% |
| 6M | -22.9% | +14.1% | -37.0% | -32.9% |
| YTD | -43.6% | +14.8% | -58.4% | -51.1% |
| 1Y | -40.3% | +21.2% | -61.5% | -50.9% |
| 3Y | -71.9% | +76.6% | -148.5% | -81.9% |
| All | -74.0% | +94.1% | -168.1% | -83.5% |
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 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