-49.3%
EVLV vs VT
+124.9%
-174.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -1.8% |
| 7D | -3.3% | -0.1% | -3.2% | -3.2% |
| 30D | -15.9% | -0.7% | -15.2% | -15.0% |
| 3M | -18.5% | +4.0% | -22.5% | -23.0% |
| 6M | -5.2% | +12.3% | -17.5% | -20.1% |
| YTD | -31.1% | +14.0% | -45.2% | -43.3% |
| 1Y | -41.0% | +20.3% | -61.3% | -55.2% |
| 3Y | -27.6% | +75.4% | -103.0% | -66.6% |
| 5Y | -25.2% | +66.0% | -91.2% | -65.5% |
| All | -49.3% | +124.9% | -174.3% | -77.1% |
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