+941.9%
EME vs VT
+223.7%
+718.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +4.3% |
| 7D | -4.4% | +0.4% | -4.7% | -4.8% |
| 30D | -17.3% | -2.6% | -14.7% | -14.6% |
| 3M | -20.0% | -3.2% | -16.8% | -16.8% |
| 6M | -29.1% | +0.9% | -30.0% | -29.3% |
| YTD | +6.9% | +11.3% | -4.4% | -4.4% |
| 1Y | +0.8% | +14.0% | -13.2% | -12.2% |
| 3Y | +214.4% | +75.8% | +138.6% | +74.0% |
| 5Y | +404.2% | +57.8% | +346.3% | +213.1% |
| 10Y | +941.9% | +219.8% | +722.1% | +178.8% |
| All | +941.9% | +223.7% | +718.2% | +178.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling