+130.9%
EMA vs VT
+214.8%
-83.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +1.6% |
| 7D | +4.8% | -4.2% | +9.0% | +6.7% |
| 30D | +10.9% | -5.8% | +16.7% | +13.8% |
| 3M | +0.3% | -5.2% | +5.6% | +2.5% |
| 6M | -0.7% | +0.1% | -0.8% | -1.3% |
| YTD | +7.2% | +8.2% | -1.0% | +2.4% |
| 1Y | +11.0% | +10.1% | +0.9% | +5.1% |
| 3Y | +65.2% | +69.7% | -4.5% | +23.6% |
| 5Y | +37.9% | +53.4% | -15.5% | +7.6% |
| All | +130.9% | +214.8% | -83.9% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling