-72.3%
EVH vs VT
+222.7%
-295.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.6% |
| 7D | +5.1% | +2.9% | +2.2% | +1.3% |
| 30D | +3.7% | -2.5% | +6.2% | +7.4% |
| 3M | +14.4% | -3.3% | +17.7% | +19.9% |
| 6M | +14.7% | +1.5% | +13.1% | +12.5% |
| YTD | +19.2% | +11.4% | +7.9% | +2.1% |
| 1Y | +7.2% | +11.9% | -4.7% | -8.8% |
| 3Y | -83.0% | +73.9% | -156.8% | -92.3% |
| 5Y | -83.2% | +57.9% | -141.1% | -91.2% |
| All | -72.3% | +222.7% | -295.0% | -94.9% |
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