+174.8%
EVF vs VT
+363.9%
-189.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +1.1% | -1.4% | +2.5% | +1.6% |
| 3M | -0.7% | -1.4% | +0.7% | -0.2% |
| 6M | +1.7% | +5.5% | -3.8% | -0.8% |
| YTD | -1.3% | +12.8% | -14.1% | -6.4% |
| 1Y | -2.4% | +15.4% | -17.9% | -8.4% |
| 3Y | +7.1% | +76.9% | -69.8% | -16.2% |
| 5Y | +11.3% | +60.4% | -49.1% | -10.1% |
| 10Y | +68.4% | +232.8% | -164.4% | 0.0% |
| All | +174.8% | +363.9% | -189.1% | +39.3% |
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