-10.7%
EEMA vs VT
-0.9%
-9.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.5% |
| 7D | -2.5% | -2.3% | -0.2% | +1.2% |
| 30D | -11.5% | -5.0% | -6.5% | -3.7% |
| 3M | -9.3% | -4.9% | -4.4% | -1.4% |
| 6M | -10.7% | -1.5% | -9.1% | -8.1% |
| All | -10.7% | -0.9% | -9.7% | -8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling