+11.5%
EVTR vs VT
+49.3%
-37.8%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -0.6% | -0.7% | +0.1% | -0.6% |
| 30D | +1.7% | -1.7% | +3.4% | +1.8% |
| 3M | -0.9% | -2.3% | +1.4% | -0.7% |
| 6M | -1.3% | +1.5% | -2.8% | -1.4% |
| YTD | -0.9% | +12.0% | -12.9% | -1.7% |
| 1Y | -0.4% | +12.9% | -13.3% | -1.2% |
| All | +11.5% | +49.3% | -37.8% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling