-93.3%
EVO vs VT
+57.0%
-150.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.4% |
| 7D | -6.5% | +2.4% | -8.9% | -9.4% |
| 30D | +10.5% | -1.5% | +12.0% | +11.9% |
| 3M | -21.8% | -4.1% | -17.7% | -17.8% |
| 6M | -41.9% | +0.6% | -42.5% | -43.0% |
| YTD | -48.7% | +11.0% | -59.7% | -55.9% |
| 1Y | -50.2% | +13.3% | -63.5% | -58.3% |
| 3Y | -83.2% | +73.4% | -156.6% | -92.5% |
| All | -93.3% | +57.0% | -150.4% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling