+120.8%
EVO vs VT
+374.2%
-253.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -2.6% | +0.4% | -3.1% | -3.0% |
| 30D | -6.1% | +1.0% | -7.0% | -6.8% |
| 3M | -37.4% | +2.4% | -39.8% | -38.6% |
| 6M | -43.1% | +12.0% | -55.1% | -48.3% |
| YTD | -39.6% | +15.3% | -54.9% | -46.3% |
| 1Y | -44.8% | +22.6% | -67.4% | -53.5% |
| 3Y | -84.3% | +74.7% | -158.9% | -90.1% |
| 5Y | -92.6% | +66.1% | -158.7% | -95.0% |
| 10Y | -26.0% | +225.0% | -251.0% | -72.0% |
| All | +120.8% | +374.2% | -253.4% | -46.1% |
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