+93.4%
EVTC vs VT
+224.5%
-131.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.2% | +0.4% | +0.8% | +0.8% |
| 30D | -3.1% | +1.0% | -4.0% | -4.0% |
| 3M | +33.7% | +2.4% | +31.3% | +30.2% |
| 6M | +3.8% | +12.0% | -8.2% | -8.0% |
| YTD | +4.9% | +15.3% | -10.4% | -10.0% |
| 1Y | -11.8% | +22.6% | -34.4% | -29.1% |
| 3Y | -22.3% | +74.7% | -96.9% | -57.3% |
| 5Y | -32.7% | +66.1% | -98.8% | -61.0% |
| All | +93.4% | +224.5% | -131.1% | -49.8% |
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 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