+134.6%
EVN vs VT
+346.0%
-211.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +2.1% | -2.3% | +4.4% | +2.7% |
| 30D | +12.4% | -5.0% | +17.4% | +13.9% |
| 3M | -2.0% | -4.9% | +2.9% | -0.7% |
| 6M | -0.4% | -1.5% | +1.2% | -0.1% |
| YTD | -0.6% | +8.5% | -9.1% | -2.8% |
| 1Y | -3.2% | +11.4% | -14.5% | -5.9% |
| 3Y | +30.9% | +70.1% | -39.2% | +13.6% |
| 5Y | -3.5% | +53.7% | -57.2% | -14.6% |
| 10Y | +27.5% | +220.0% | -192.5% | -8.7% |
| All | +134.6% | +346.0% | -211.5% | +43.0% |
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