-82.2%
EVH vs VT
+57.0%
-139.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +3.0% |
| 7D | +7.0% | +2.4% | +4.6% | +4.5% |
| 30D | +3.6% | -1.5% | +5.1% | +5.4% |
| 3M | +5.2% | -4.1% | +9.3% | +9.9% |
| 6M | +18.6% | +0.6% | +18.1% | +18.3% |
| YTD | +22.5% | +11.0% | +11.5% | +9.3% |
| 1Y | +17.8% | +13.3% | +4.4% | +2.8% |
| 3Y | -82.4% | +73.4% | -155.8% | -90.4% |
| All | -82.2% | +57.0% | -139.2% | -88.2% |
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