-82.9%
EVGO vs VT
+66.2%
-149.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +9.4% | +0.4% | +9.0% | +8.8% |
| 30D | -1.3% | +1.0% | -2.3% | -2.6% |
| 3M | -39.4% | +2.4% | -41.7% | -40.9% |
| 6M | -40.0% | +12.0% | -52.0% | -50.6% |
| YTD | -48.1% | +15.3% | -63.4% | -59.6% |
| 1Y | -60.1% | +22.6% | -82.6% | -72.0% |
| 3Y | -62.9% | +74.7% | -137.6% | -86.8% |
| All | -82.9% | +66.2% | -149.0% | -92.6% |
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