+39.4%
EMC vs VT
+81.7%
-42.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -1.1% |
| 7D | -2.4% | -0.3% | -2.1% | -2.1% |
| 30D | -11.3% | -1.4% | -9.9% | -9.8% |
| 3M | -7.6% | -1.4% | -6.3% | -6.0% |
| 6M | -2.7% | +5.5% | -8.2% | -7.5% |
| YTD | +10.9% | +12.8% | -1.9% | -1.3% |
| 1Y | +11.2% | +15.4% | -4.3% | -3.3% |
| 3Y | +45.0% | +76.9% | -31.9% | -18.7% |
| All | +39.4% | +81.7% | -42.3% | -23.6% |
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 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