+39.3%
EVT vs VT
+57.5%
-18.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.7% |
| 7D | +0.5% | -0.1% | +0.7% | +0.6% |
| 30D | -2.2% | -3.1% | +0.9% | +0.4% |
| 3M | -4.3% | -3.5% | -0.8% | -1.4% |
| 6M | +7.6% | +0.5% | +7.2% | +7.0% |
| YTD | +15.5% | +10.8% | +4.7% | +5.0% |
| 1Y | +20.8% | +11.9% | +8.9% | +8.9% |
| 3Y | +76.1% | +73.0% | +3.1% | +6.1% |
| 5Y | +39.3% | +58.6% | -19.3% | -9.5% |
| All | +39.3% | +57.5% | -18.2% | -9.5% |
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