+342.8%
EVX vs VT
+374.2%
-31.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.7% |
| 30D | -1.7% | +1.0% | -2.7% | -2.5% |
| 3M | +2.6% | +2.4% | +0.2% | +0.5% |
| 6M | -2.3% | +12.0% | -14.3% | -10.7% |
| YTD | +6.1% | +15.3% | -9.2% | -5.2% |
| 1Y | +3.0% | +22.6% | -19.6% | -12.2% |
| 3Y | +32.1% | +74.7% | -42.6% | -14.2% |
| 5Y | +38.8% | +66.1% | -27.4% | -6.4% |
| 10Y | +203.7% | +225.0% | -21.3% | +26.3% |
| All | +342.8% | +374.2% | -31.4% | +31.8% |
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