+227.6%
EMF vs VT
+221.8%
+5.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | +0.5% | +2.4% | -1.8% | -1.5% |
| 30D | -7.2% | -1.5% | -5.7% | -5.9% |
| 3M | -8.2% | -4.1% | -4.1% | -4.7% |
| 6M | -8.5% | +0.6% | -9.1% | -8.5% |
| YTD | +22.2% | +11.0% | +11.1% | +13.1% |
| 1Y | +26.2% | +13.3% | +12.8% | +14.8% |
| 3Y | +125.5% | +73.4% | +52.1% | +43.7% |
| 5Y | +68.9% | +57.4% | +11.5% | +16.3% |
| All | +227.6% | +221.8% | +5.8% | +14.5% |
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