+17.0%
EMD vs VT
+53.2%
-36.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +0.2% |
| 7D | -0.3% | -4.2% | +3.9% | +1.9% |
| 30D | +1.0% | -5.8% | +6.8% | +4.3% |
| 3M | -9.3% | -5.2% | -4.0% | -6.6% |
| 6M | -7.9% | +0.1% | -8.0% | -8.2% |
| YTD | -4.0% | +8.2% | -12.3% | -8.4% |
| 1Y | -0.3% | +10.1% | -10.5% | -5.8% |
| 3Y | +50.5% | +69.7% | -19.2% | +10.8% |
| 5Y | +17.0% | +53.4% | -36.4% | -12.7% |
| All | +17.0% | +53.2% | -36.2% | -12.7% |
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