-99.2%
EVGN vs VT
+222.7%
-321.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.3% |
| 7D | -7.4% | -0.1% | -7.3% | -7.2% |
| 30D | -20.6% | -0.7% | -20.0% | -20.1% |
| 3M | -16.7% | +4.0% | -20.7% | -19.4% |
| 6M | -34.2% | +12.3% | -46.5% | -41.3% |
| YTD | -54.5% | +14.0% | -68.6% | -60.1% |
| 1Y | -59.7% | +20.3% | -80.0% | -66.3% |
| 3Y | -93.2% | +75.4% | -168.7% | -96.1% |
| 5Y | -98.4% | +66.0% | -164.4% | -99.0% |
| 10Y | -99.2% | +228.2% | -327.4% | -99.7% |
| All | -99.2% | +222.7% | -321.9% | -99.7% |
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