+200.9%
EMD vs VT
+374.2%
-173.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.4% | +0.4% | -1.9% | -1.7% |
| 30D | -0.6% | +1.0% | -1.6% | -1.2% |
| 3M | +3.2% | +2.4% | +0.9% | +1.8% |
| 6M | +2.6% | +12.0% | -9.4% | -3.7% |
| YTD | +5.1% | +15.3% | -10.3% | -3.0% |
| 1Y | +12.5% | +22.6% | -10.0% | +0.4% |
| 3Y | +62.2% | +74.7% | -12.5% | +18.5% |
| 5Y | +25.6% | +66.1% | -40.5% | -6.4% |
| 10Y | +61.0% | +225.0% | -164.0% | -17.1% |
| All | +200.9% | +374.2% | -173.3% | +18.3% |
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