-82.0%
EVO vs VT
+75.6%
-157.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.3% |
| 7D | +7.6% | -0.7% | +8.3% | +7.7% |
| 30D | +23.4% | -1.7% | +25.1% | +25.1% |
| 3M | -19.5% | -2.3% | -17.2% | -17.8% |
| 6M | -44.8% | +1.5% | -46.3% | -46.4% |
| YTD | -45.1% | +12.0% | -57.2% | -52.7% |
| 1Y | -43.1% | +12.9% | -56.0% | -51.3% |
| All | -82.0% | +75.6% | -157.6% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling