+46.1%
EEMA vs VT
+66.2%
-20.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.3% | +0.4% | +1.8% | +1.8% |
| 30D | +4.7% | +1.0% | +3.7% | +3.7% |
| 3M | +0.6% | +2.4% | -1.8% | -1.4% |
| 6M | +19.6% | +12.0% | +7.6% | +7.9% |
| YTD | +27.5% | +15.3% | +12.1% | +12.1% |
| 1Y | +41.9% | +22.6% | +19.3% | +18.1% |
| 3Y | +91.1% | +74.7% | +16.4% | +15.6% |
| All | +46.1% | +66.2% | -20.1% | -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 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