-75.9%
EVH vs VT
+208.3%
-284.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -0.2% |
| 7D | +6.8% | -4.2% | +11.0% | +13.0% |
| 30D | +18.2% | -5.8% | +24.0% | +27.7% |
| 3M | +47.4% | -5.2% | +52.6% | +58.3% |
| 6M | +16.1% | +0.1% | +16.0% | +15.6% |
| YTD | +13.5% | +8.2% | +5.3% | +1.2% |
| 1Y | -28.5% | +10.1% | -38.6% | -37.7% |
| 3Y | -83.3% | +69.7% | -153.0% | -92.0% |
| 5Y | -84.7% | +53.4% | -138.1% | -91.5% |
| 10Y | -75.3% | +219.2% | -294.5% | -94.3% |
| All | -75.9% | +208.3% | -284.2% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling