-90.4%
EVTL vs VT
+10.5%
-100.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +1.9% |
| 7D | -3.6% | -2.3% | -1.3% | +2.1% |
| 30D | -26.8% | -5.0% | -21.8% | -15.3% |
| 3M | -67.9% | -4.9% | -63.0% | -62.7% |
| 6M | -85.1% | -1.5% | -83.6% | -84.2% |
| YTD | -92.4% | +8.5% | -100.9% | -93.8% |
| 1Y | -90.4% | +11.4% | -101.8% | -92.6% |
| All | -90.4% | +10.5% | -100.9% | -92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling