+256.2%
EMF vs VT
+374.2%
-117.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +1.2% | +0.4% | +0.8% | +0.8% |
| 30D | +4.8% | +1.0% | +3.9% | +3.8% |
| 3M | -1.4% | +2.4% | -3.8% | -3.4% |
| 6M | +22.2% | +12.0% | +10.1% | +9.8% |
| YTD | +38.1% | +15.3% | +22.7% | +20.6% |
| 1Y | +66.1% | +22.6% | +43.5% | +36.2% |
| 3Y | +144.3% | +74.7% | +69.7% | +38.3% |
| 5Y | +87.3% | +66.1% | +21.2% | +10.1% |
| 10Y | +241.4% | +225.0% | +16.4% | -5.3% |
| All | +256.2% | +374.2% | -117.9% | -36.4% |
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