-35.3%
EVMN vs VT
+16.9%
-52.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +7.2% |
| 7D | +4.8% | +1.0% | +3.8% | +3.4% |
| 30D | -7.1% | -0.2% | -6.9% | -6.9% |
| 3M | -35.2% | +4.5% | -39.8% | -39.4% |
| 6M | -50.6% | +14.1% | -64.7% | -60.8% |
| YTD | -23.6% | +14.8% | -38.4% | -40.5% |
| All | -35.3% | +16.9% | -52.2% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling