+75.1%
EVG vs VT
+224.5%
-149.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +0.3% | +1.0% | -0.7% | -0.1% |
| 3M | +1.2% | +2.4% | -1.2% | +0.2% |
| 6M | +2.0% | +12.0% | -10.0% | -2.4% |
| YTD | +2.3% | +15.3% | -13.0% | -3.2% |
| 1Y | +1.5% | +22.6% | -21.1% | -6.2% |
| 3Y | +34.0% | +74.7% | -40.7% | +7.4% |
| 5Y | +21.5% | +66.1% | -44.6% | -1.5% |
| All | +75.1% | +224.5% | -149.4% | +7.2% |
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