-79.6%
EVEX vs VT
+88.3%
-167.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.7% | -7.4% |
| 7D | +12.7% | +2.9% | +9.9% | +8.5% |
| 30D | +14.2% | -2.5% | +16.7% | +19.0% |
| 3M | -34.9% | -3.3% | -31.6% | -31.2% |
| 6M | -45.7% | +1.5% | -47.2% | -45.3% |
| YTD | -55.6% | +11.4% | -67.0% | -59.5% |
| 1Y | -60.9% | +11.9% | -72.8% | -64.5% |
| 3Y | -74.9% | +73.9% | -148.7% | -83.1% |
| All | -79.6% | +88.3% | -167.9% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling