-81.3%
EVGO vs VT
+94.1%
-175.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.3% | +4.1% |
| 7D | +45.2% | -2.3% | +47.6% | +51.4% |
| 30D | +41.9% | -5.0% | +46.8% | +56.3% |
| 3M | +20.4% | -4.9% | +25.3% | +33.6% |
| 6M | -5.7% | -1.5% | -4.1% | -0.2% |
| YTD | -37.1% | +8.5% | -45.6% | -44.4% |
| 1Y | -46.4% | +11.4% | -57.8% | -54.9% |
| 3Y | -20.1% | +70.1% | -90.2% | -69.5% |
| 5Y | -81.7% | +53.7% | -135.4% | -91.2% |
| All | -81.3% | +94.1% | -175.4% | -92.5% |
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