+882.5%
EME vs VT
+222.7%
+659.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.1% |
| 7D | +11.3% | +2.9% | +8.4% | +7.9% |
| 30D | -14.6% | -2.5% | -12.0% | -11.9% |
| 3M | -20.4% | -3.3% | -17.1% | -17.1% |
| 6M | -28.3% | +1.5% | -29.8% | -29.0% |
| YTD | +8.6% | +11.4% | -2.8% | -2.9% |
| 1Y | +3.2% | +11.9% | -8.7% | -8.1% |
| 3Y | +216.8% | +73.9% | +142.9% | +77.4% |
| 5Y | +417.5% | +57.9% | +359.6% | +221.2% |
| All | +882.5% | +222.7% | +659.8% | +146.5% |
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