-46.4%
EVMN vs VT
+16.1%
-62.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.1% | -0.6% | -16.5% | -16.3% |
| 7D | -13.1% | -0.1% | -13.0% | -12.9% |
| 30D | -23.0% | -0.7% | -22.3% | -22.2% |
| 3M | -47.1% | +4.0% | -51.1% | -50.1% |
| 6M | -56.0% | +12.3% | -68.2% | -64.0% |
| YTD | -36.7% | +14.0% | -50.7% | -50.2% |
| All | -46.4% | +16.1% | -62.6% | -59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling