+74.0%
EVG vs VT
+222.7%
-148.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -4.1% | +2.9% | -7.0% | -5.1% |
| 30D | -1.3% | -2.5% | +1.2% | -0.4% |
| 3M | -4.9% | -3.3% | -1.6% | -3.8% |
| 6M | -3.9% | +1.5% | -5.5% | -4.7% |
| YTD | -2.0% | +11.4% | -13.3% | -6.2% |
| 1Y | -2.6% | +11.9% | -14.5% | -7.0% |
| 3Y | +29.7% | +73.9% | -44.2% | +4.0% |
| 5Y | +17.2% | +57.9% | -40.7% | -3.2% |
| All | +74.0% | +222.7% | -148.7% | +8.6% |
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 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