+406.2%
EVT vs VT
+346.0%
+60.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -2.7% | -2.3% | -0.3% | -0.6% |
| 30D | -2.8% | -5.0% | +2.2% | +1.8% |
| 3M | -5.1% | -4.9% | -0.3% | -0.8% |
| 6M | +4.5% | -1.5% | +6.1% | +5.8% |
| YTD | +13.2% | +8.5% | +4.7% | +4.5% |
| 1Y | +18.9% | +11.4% | +7.5% | +7.1% |
| 3Y | +68.3% | +70.1% | -1.7% | +2.4% |
| 5Y | +35.7% | +53.7% | -18.1% | -9.7% |
| 10Y | +214.4% | +220.0% | -5.5% | +9.0% |
| All | +406.2% | +346.0% | +60.2% | +24.8% |
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