+73.1%
EVG vs VT
+224.4%
-151.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | -4.2% | -0.7% | -3.5% | -4.0% |
| 30D | -1.7% | -1.7% | 0.0% | -1.2% |
| 3M | -4.0% | -2.3% | -1.7% | -3.3% |
| 6M | -4.0% | +1.5% | -5.5% | -4.7% |
| YTD | -1.6% | +12.0% | -13.6% | -6.0% |
| 1Y | -2.1% | +12.9% | -15.0% | -6.8% |
| 3Y | +30.2% | +74.9% | -44.7% | +4.2% |
| 5Y | +18.2% | +59.9% | -41.8% | -2.9% |
| 10Y | +73.1% | +224.6% | -151.5% | +7.0% |
| All | +73.1% | +224.4% | -151.2% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling