+100.6%
EVO vs VT
+360.7%
-260.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.0% |
| 7D | +7.6% | -0.7% | +8.3% | +7.7% |
| 30D | +23.4% | -1.7% | +25.1% | +24.7% |
| 3M | -19.5% | -2.3% | -17.2% | -18.3% |
| 6M | -44.8% | +1.5% | -46.3% | -45.8% |
| YTD | -45.1% | +12.0% | -57.2% | -50.3% |
| 1Y | -43.1% | +12.9% | -56.0% | -48.7% |
| 3Y | -81.9% | +74.9% | -156.8% | -88.8% |
| 5Y | -92.8% | +59.9% | -152.7% | -95.1% |
| 10Y | -38.9% | +224.6% | -263.6% | -77.0% |
| All | +100.6% | +360.7% | -260.1% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling