-38.8%
EVO vs VT
+215.5%
-254.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.3% |
| 7D | +10.5% | -2.3% | +12.8% | +12.2% |
| 30D | +5.0% | -5.0% | +9.9% | +9.6% |
| 3M | -13.3% | -4.9% | -8.5% | -9.6% |
| 6M | -47.8% | -1.5% | -46.3% | -47.4% |
| YTD | -45.1% | +8.5% | -53.6% | -49.3% |
| 1Y | -48.9% | +11.4% | -60.3% | -53.9% |
| 3Y | -80.9% | +70.1% | -151.0% | -88.4% |
| 5Y | -92.5% | +53.7% | -146.2% | -95.0% |
| All | -38.8% | +215.5% | -254.3% | -73.5% |
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