-99.3%
EVGN vs VT
+224.4%
-323.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.1% | +7.0% | +7.0% |
| 7D | +11.1% | -0.7% | +11.8% | +12.1% |
| 30D | +2.6% | -1.7% | +4.3% | +4.6% |
| 3M | -42.9% | -2.3% | -40.6% | -41.4% |
| 6M | -48.7% | +1.5% | -50.2% | -49.4% |
| YTD | -63.6% | +12.0% | -75.7% | -67.5% |
| 1Y | -67.7% | +12.9% | -80.6% | -71.3% |
| 3Y | -93.0% | +74.9% | -167.9% | -96.0% |
| 5Y | -98.4% | +59.9% | -158.4% | -99.0% |
| 10Y | -99.3% | +224.6% | -323.9% | -99.7% |
| All | -99.3% | +224.4% | -323.7% | -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