+199.0%
EVV vs VT
+345.0%
-146.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +0.9% |
| 7D | +0.5% | -4.2% | +4.6% | +2.5% |
| 30D | +2.6% | -5.8% | +8.4% | +5.6% |
| 3M | -4.5% | -5.2% | +0.7% | -2.1% |
| 6M | -4.8% | +0.1% | -4.9% | -5.1% |
| YTD | -6.5% | +8.2% | -14.8% | -10.5% |
| 1Y | -6.5% | +10.1% | -16.6% | -11.3% |
| 3Y | +22.9% | +69.7% | -46.7% | -6.8% |
| 5Y | +5.1% | +53.4% | -48.2% | -17.0% |
| 10Y | +59.7% | +219.2% | -159.6% | -14.2% |
| All | +199.0% | +345.0% | -146.0% | +29.1% |
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 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