+129.9%
EMCS vs VT
+175.7%
-45.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +3.4% | +0.4% | +3.0% | +3.0% |
| 30D | +5.4% | +1.0% | +4.4% | +4.4% |
| 3M | +0.6% | +2.4% | -1.8% | -1.1% |
| 6M | +21.7% | +12.0% | +9.7% | +10.6% |
| YTD | +33.3% | +15.3% | +18.0% | +18.2% |
| 1Y | +51.9% | +22.6% | +29.3% | +27.7% |
| 3Y | +107.7% | +74.7% | +33.0% | +27.6% |
| 5Y | +53.0% | +66.1% | -13.1% | -2.0% |
| All | +129.9% | +175.7% | -45.8% | 0.0% |
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 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