-21.6%
EVTC vs VT
+57.4%
-79.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -2.5% |
| 7D | +2.2% | +0.4% | +1.9% | +1.9% |
| 30D | +12.9% | -2.6% | +15.5% | +15.3% |
| 3M | +12.1% | -3.2% | +15.3% | +15.3% |
| 6M | +39.8% | +0.9% | +38.9% | +38.2% |
| YTD | +15.6% | +11.3% | +4.3% | +4.5% |
| 1Y | +23.2% | +14.0% | +9.2% | +8.8% |
| 3Y | +3.7% | +75.8% | -72.2% | -39.3% |
| 5Y | -21.6% | +57.8% | -79.4% | -48.4% |
| All | -21.6% | +57.4% | -79.0% | -48.4% |
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 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