-83.3%
EVH vs VT
+58.0%
-141.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.4% |
| 7D | +11.6% | -0.1% | +11.8% | +12.0% |
| 30D | +18.8% | -3.1% | +21.9% | +22.7% |
| 3M | +22.1% | -3.5% | +25.6% | +26.8% |
| 6M | +14.8% | +0.5% | +14.4% | +14.5% |
| YTD | +20.0% | +10.8% | +9.2% | +7.3% |
| 1Y | -3.0% | +11.9% | -14.9% | -14.2% |
| 3Y | -82.9% | +73.0% | -155.8% | -90.7% |
| All | -83.3% | +58.0% | -141.2% | -89.0% |
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