+93.1%
EMCS vs VT
+76.6%
+16.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.9% |
| 7D | -3.7% | -0.3% | -3.4% | -3.4% |
| 30D | -10.7% | -1.4% | -9.2% | -9.0% |
| 3M | -5.2% | -1.4% | -3.8% | -3.4% |
| 6M | +2.2% | +5.5% | -3.3% | -2.8% |
| YTD | +20.9% | +12.8% | +8.1% | +7.4% |
| 1Y | +22.9% | +15.4% | +7.5% | +6.7% |
| All | +93.1% | +76.6% | +16.5% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling