+43.3%
EMCS vs VT
+57.9%
-14.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.5% | -1.6% | -0.9% | -0.8% |
| 30D | -9.5% | -2.5% | -7.0% | -7.0% |
| 3M | -3.3% | -1.3% | -2.0% | -1.8% |
| 6M | +2.0% | +3.1% | -1.1% | -0.1% |
| YTD | +20.7% | +10.9% | +9.7% | +10.6% |
| 1Y | +20.4% | +12.1% | +8.3% | +9.3% |
| 3Y | +94.2% | +73.9% | +20.3% | +17.8% |
| All | +43.3% | +57.9% | -14.6% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling