+443.0%
EVT vs VT
+374.2%
+68.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.4% | +0.4% | 0.0% | 0.0% |
| 30D | +2.0% | +1.0% | +1.0% | +1.1% |
| 3M | +9.0% | +2.4% | +6.6% | +6.5% |
| 6M | +16.0% | +12.0% | +4.0% | +4.2% |
| YTD | +21.4% | +15.3% | +6.0% | +6.1% |
| 1Y | +28.9% | +22.6% | +6.3% | +6.4% |
| 3Y | +64.4% | +74.7% | -10.3% | -2.3% |
| 5Y | +50.9% | +66.1% | -15.2% | -6.4% |
| 10Y | +207.9% | +225.0% | -17.1% | +5.1% |
| All | +443.0% | +374.2% | +68.8% | +26.6% |
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