+112.8%
EMDM vs VT
+86.2%
+26.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | -0.9% |
| 7D | -2.0% | -0.3% | -1.7% | -1.7% |
| 30D | -11.8% | -1.4% | -10.4% | -10.2% |
| 3M | -6.6% | -1.4% | -5.3% | -4.9% |
| 6M | -2.0% | +5.5% | -7.4% | -6.9% |
| YTD | +22.7% | +12.8% | +9.9% | +8.9% |
| 1Y | +32.3% | +15.4% | +16.9% | +14.7% |
| 3Y | +107.0% | +76.9% | +30.1% | +14.8% |
| All | +112.8% | +86.2% | +26.6% | +14.1% |
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