+10.0%
EVV vs VT
+66.2%
-56.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | -1.0% | +1.0% | -2.0% | -1.4% |
| 3M | -0.1% | +2.4% | -2.5% | -1.2% |
| 6M | -2.3% | +12.0% | -14.3% | -7.0% |
| YTD | -3.1% | +15.3% | -18.4% | -8.9% |
| 1Y | -4.4% | +22.6% | -27.0% | -12.4% |
| 3Y | +27.9% | +74.7% | -46.8% | +0.3% |
| All | +10.0% | +66.2% | -56.2% | -13.1% |
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