-38.9%
EVO vs VT
+217.6%
-256.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.4% |
| 7D | +9.0% | -0.1% | +9.2% | +8.5% |
| 30D | +10.5% | -3.1% | +13.5% | +13.2% |
| 3M | -18.7% | -3.5% | -15.3% | -16.4% |
| 6M | -45.0% | +0.5% | -45.4% | -45.5% |
| YTD | -45.1% | +10.8% | -55.9% | -50.3% |
| 1Y | -43.5% | +11.9% | -55.4% | -49.2% |
| 3Y | -81.9% | +73.0% | -154.9% | -89.2% |
| 5Y | -92.8% | +58.6% | -151.4% | -95.4% |
| 10Y | -38.9% | +219.2% | -258.1% | -73.7% |
| All | -38.9% | +217.6% | -256.6% | -73.7% |
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