+137.6%
EMGF vs VT
+223.7%
-86.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +0.5% |
| 7D | +0.2% | +0.4% | -0.1% | 0.0% |
| 30D | -8.1% | -2.6% | -5.5% | -5.6% |
| 3M | -6.5% | -3.2% | -3.3% | -3.4% |
| 6M | -9.4% | +0.9% | -10.3% | -9.5% |
| YTD | +14.4% | +11.3% | +3.1% | +5.0% |
| 1Y | +16.3% | +14.0% | +2.3% | +4.5% |
| 3Y | +79.7% | +75.8% | +3.9% | +9.1% |
| 5Y | +52.3% | +57.8% | -5.6% | +1.5% |
| 10Y | +137.6% | +219.8% | -82.2% | -23.1% |
| All | +137.6% | +223.7% | -86.1% | -23.1% |
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