+91.6%
EVTC vs VT
+283.9%
-192.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +2.0% |
| 7D | +9.6% | -4.2% | +13.8% | +14.3% |
| 30D | +17.1% | -5.8% | +22.9% | +24.2% |
| 3M | +8.7% | -5.2% | +13.9% | +14.6% |
| 6M | +20.4% | +0.1% | +20.2% | +19.8% |
| YTD | +17.6% | +8.2% | +9.4% | +7.8% |
| 1Y | +19.9% | +10.1% | +9.8% | +7.9% |
| 3Y | +2.3% | +69.7% | -67.4% | -41.1% |
| 5Y | -19.5% | +53.4% | -72.8% | -48.7% |
| 10Y | +154.9% | +219.2% | -64.3% | -22.2% |
| All | +91.6% | +283.9% | -192.3% | -49.7% |
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