+174.7%
EMD vs VT
+345.0%
-170.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +0.2% |
| 7D | -0.3% | -4.2% | +3.9% | +2.0% |
| 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% | -8.3% |
| 1Y | -0.3% | +10.1% | -10.5% | -5.7% |
| 3Y | +50.5% | +69.7% | -19.2% | +11.7% |
| 5Y | +17.0% | +53.4% | -36.4% | -9.0% |
| 10Y | +60.9% | +219.2% | -158.4% | -16.3% |
| All | +174.7% | +345.0% | -170.2% | +11.7% |
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 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