+148.7%
EEMA vs VT
+351.0%
-202.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -0.7% | -0.1% | -0.6% | -0.5% |
| 30D | -8.7% | -3.1% | -5.6% | -5.7% |
| 3M | -7.9% | -3.5% | -4.5% | -4.4% |
| 6M | -9.3% | +0.5% | -9.8% | -9.1% |
| YTD | +12.2% | +10.8% | +1.4% | +2.7% |
| 1Y | +12.0% | +11.9% | +0.1% | +1.5% |
| 3Y | +75.1% | +73.0% | +2.1% | +4.3% |
| 5Y | +35.3% | +58.6% | -23.3% | -12.6% |
| 10Y | +135.0% | +219.2% | -84.1% | -24.1% |
| All | +148.7% | +351.0% | -202.3% | -41.3% |
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