-99.0%
EVGN vs VT
+53.4%
-152.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.2% | -18.4% | -18.4% |
| 7D | -27.0% | -2.3% | -24.7% | -25.1% |
| 30D | -34.1% | -5.0% | -29.2% | -30.4% |
| 3M | -60.9% | -4.9% | -56.0% | -58.8% |
| 6M | -65.8% | -1.5% | -64.3% | -65.2% |
| YTD | -75.5% | +8.5% | -83.9% | -77.5% |
| 1Y | -76.7% | +11.4% | -88.1% | -79.2% |
| 3Y | -95.5% | +70.1% | -165.6% | -97.5% |
| All | -99.0% | +53.4% | -152.4% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling