+131.1%
EVN vs VT
+345.0%
-213.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.7% |
| 7D | +0.8% | -4.2% | +5.0% | +1.9% |
| 30D | +10.2% | -5.8% | +16.0% | +11.8% |
| 3M | -2.8% | -5.2% | +2.4% | -1.5% |
| 6M | -0.7% | +0.1% | -0.8% | -0.8% |
| YTD | -2.0% | +8.2% | -10.3% | -4.1% |
| 1Y | -3.8% | +10.1% | -13.9% | -6.3% |
| 3Y | +27.9% | +69.7% | -41.8% | +11.0% |
| 5Y | -4.9% | +53.4% | -58.3% | -15.8% |
| 10Y | +25.6% | +219.2% | -193.6% | -10.0% |
| All | +131.1% | +345.0% | -213.9% | +41.0% |
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