-99.4%
EVGN vs VT
+395.2%
-494.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.8% | +0.4% | -2.3% | -2.1% |
| 30D | -14.3% | +1.0% | -15.3% | -14.9% |
| 3M | -11.5% | +2.4% | -13.9% | -12.7% |
| 6M | -35.7% | +12.0% | -47.7% | -40.4% |
| YTD | -50.9% | +15.3% | -66.2% | -55.4% |
| 1Y | -55.0% | +22.6% | -77.6% | -60.6% |
| 3Y | -92.8% | +74.7% | -167.5% | -95.0% |
| 5Y | -98.3% | +66.1% | -164.5% | -98.8% |
| 10Y | -99.2% | +225.0% | -324.2% | -99.5% |
| All | -99.4% | +395.2% | -494.7% | -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 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