+271.5%
EMA vs VT
+423.9%
-152.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -2.4% | +1.0% | -3.4% | -2.8% |
| 3M | -1.2% | +2.4% | -3.6% | -2.4% |
| 6M | -1.4% | +12.0% | -13.4% | -6.4% |
| YTD | +4.3% | +15.3% | -11.0% | -2.5% |
| 1Y | +9.2% | +22.6% | -13.4% | -0.8% |
| 3Y | +54.1% | +74.7% | -20.6% | +18.1% |
| 5Y | +34.7% | +66.1% | -31.4% | +4.4% |
| 10Y | +111.6% | +225.0% | -113.4% | +19.8% |
| All | +271.5% | +423.9% | -152.4% | +70.0% |
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