-62.2%
EVMN vs VT
+13.4%
-75.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.6% | +12.4% | +11.7% |
| 7D | +27.3% | +0.4% | +26.9% | +25.7% |
| 30D | +22.4% | -2.6% | +25.0% | +26.0% |
| 3M | -45.7% | -3.2% | -42.4% | -43.5% |
| 6M | -66.6% | +0.9% | -67.6% | -67.5% |
| YTD | -55.3% | +11.3% | -66.6% | -63.9% |
| 1Y | -58.4% | +14.0% | -72.4% | -67.5% |
| All | -62.2% | +13.4% | -75.6% | -70.6% |
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