+207.3%
EVT vs VT
+215.5%
-8.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -2.7% | -2.3% | -0.3% | -0.5% |
| 30D | -2.8% | -5.0% | +2.2% | +2.0% |
| 3M | -5.1% | -4.9% | -0.3% | -0.5% |
| 6M | +4.5% | -1.5% | +6.1% | +5.8% |
| YTD | +13.2% | +8.5% | +4.7% | +3.9% |
| 1Y | +18.9% | +11.4% | +7.5% | +6.3% |
| 3Y | +68.3% | +70.1% | -1.7% | -1.8% |
| 5Y | +35.7% | +53.7% | -18.1% | -12.5% |
| All | +207.3% | +215.5% | -8.2% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling