-81.2%
EVGO vs VT
+99.1%
-180.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -4.5% |
| 7D | -0.5% | +0.4% | -0.9% | -1.7% |
| 30D | +50.8% | -2.6% | +53.4% | +58.3% |
| 3M | +13.6% | -3.2% | +16.8% | +21.7% |
| 6M | -6.6% | +0.9% | -7.5% | -6.1% |
| YTD | -36.8% | +11.3% | -48.1% | -46.9% |
| 1Y | -46.2% | +14.0% | -60.2% | -56.7% |
| 3Y | -31.3% | +75.8% | -107.2% | -75.5% |
| 5Y | -87.6% | +57.8% | -145.4% | -94.3% |
| All | -81.2% | +99.1% | -180.4% | -92.9% |
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