+178.5%
EVG vs VT
+345.0%
-166.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +1.0% |
| 7D | -0.9% | -4.2% | +3.3% | +0.6% |
| 30D | +4.0% | -5.8% | +9.8% | +6.2% |
| 3M | +0.2% | -5.2% | +5.4% | +2.1% |
| 6M | +1.0% | +0.1% | +0.9% | +0.8% |
| YTD | +2.2% | +8.2% | -6.0% | -1.0% |
| 1Y | +2.8% | +10.1% | -7.3% | -1.1% |
| 3Y | +33.1% | +69.7% | -36.5% | +8.5% |
| 5Y | +23.1% | +53.4% | -30.3% | +3.2% |
| 10Y | +79.3% | +219.2% | -139.9% | +12.1% |
| All | +178.5% | +345.0% | -166.5% | +44.2% |
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 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