+110.3%
EMDM vs VT
+83.1%
+27.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -2.7% | -1.6% | -1.1% | -0.7% |
| 30D | -10.8% | -2.5% | -8.3% | -7.9% |
| 3M | -5.5% | -1.3% | -4.2% | -3.8% |
| 6M | -3.5% | +3.1% | -6.6% | -5.8% |
| YTD | +21.3% | +10.9% | +10.3% | +9.9% |
| 1Y | +27.4% | +12.1% | +15.3% | +14.2% |
| 3Y | +104.5% | +73.9% | +30.6% | +15.8% |
| All | +110.3% | +83.1% | +27.2% | +15.1% |
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 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