+200.2%
EVX vs VT
+222.7%
-22.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.8% |
| 7D | +1.4% | +2.9% | -1.5% | -1.0% |
| 30D | +4.2% | -2.5% | +6.7% | +6.3% |
| 3M | -0.5% | -3.3% | +2.8% | +2.3% |
| 6M | +4.2% | +1.5% | +2.7% | +2.3% |
| YTD | +7.5% | +11.4% | -3.8% | -2.8% |
| 1Y | +10.7% | +11.9% | -1.2% | -0.4% |
| 3Y | +49.1% | +73.9% | -24.8% | -9.9% |
| 5Y | +32.7% | +57.9% | -25.2% | -13.0% |
| All | +200.2% | +222.7% | -22.5% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling