+15.6%
EMET vs VT
+58.7%
-43.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +1.8% |
| 7D | +3.6% | +0.4% | +3.2% | +3.1% |
| 30D | -10.1% | -2.6% | -7.5% | -6.5% |
| 3M | -14.3% | -3.2% | -11.0% | -9.8% |
| 6M | -18.9% | +0.9% | -19.8% | -18.8% |
| YTD | +0.8% | +11.3% | -10.5% | -10.3% |
| 1Y | +19.4% | +14.0% | +5.4% | +3.1% |
| 3Y | +81.5% | +75.8% | +5.6% | -7.4% |
| All | +15.6% | +58.7% | -43.1% | -34.5% |
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