+182.6%
EEMA vs VT
+369.6%
-186.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.9% |
| 1Y | +41.9% | +22.6% | +19.3% | +17.5% |
| 3Y | +91.1% | +74.7% | +16.4% | +12.4% |
| 5Y | +46.7% | +66.1% | -19.4% | -9.7% |
| 10Y | +151.6% | +225.0% | -73.4% | -20.2% |
| All | +182.6% | +369.6% | -186.9% | -36.0% |
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 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