+111.3%
EVO vs VT
+345.0%
-233.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -4.1% | +17.5% | +17.0% |
| 7D | +12.7% | -4.2% | +16.8% | +16.4% |
| 30D | +9.2% | -5.8% | +15.0% | +14.5% |
| 3M | -10.1% | -5.2% | -4.9% | -6.2% |
| 6M | -44.4% | +0.1% | -44.5% | -44.7% |
| YTD | -42.2% | +8.2% | -50.4% | -46.0% |
| 1Y | -46.9% | +10.1% | -57.0% | -51.1% |
| 3Y | -81.1% | +69.7% | -150.7% | -87.9% |
| 5Y | -92.1% | +53.4% | -145.5% | -94.4% |
| 10Y | -34.4% | +219.2% | -253.7% | -74.9% |
| All | +111.3% | +345.0% | -233.7% | -45.8% |
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