-44.3%
EVO vs VT
+222.7%
-267.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.2% |
| 7D | -6.7% | +2.9% | -9.6% | -9.3% |
| 30D | +23.0% | -2.5% | +25.5% | +25.3% |
| 3M | -24.2% | -3.3% | -20.9% | -22.1% |
| 6M | -44.7% | +1.5% | -46.2% | -45.8% |
| YTD | -46.1% | +11.4% | -57.5% | -51.4% |
| 1Y | -47.1% | +11.9% | -59.0% | -52.5% |
| 3Y | -82.2% | +73.9% | -156.1% | -89.4% |
| 5Y | -93.0% | +57.9% | -150.9% | -95.5% |
| All | -44.3% | +222.7% | -267.0% | -76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling