+199.0%
EMGF vs VT
+254.0%
-54.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | +2.3% | +0.4% | +1.8% | +1.8% |
| 30D | +5.2% | +1.0% | +4.2% | +4.3% |
| 3M | -0.2% | +2.4% | -2.6% | -1.9% |
| 6M | +18.1% | +12.0% | +6.1% | +7.5% |
| YTD | +28.4% | +15.3% | +13.1% | +14.1% |
| 1Y | +41.1% | +22.6% | +18.5% | +19.0% |
| 3Y | +96.5% | +74.7% | +21.8% | +21.3% |
| 5Y | +63.5% | +66.1% | -2.6% | +4.9% |
| 10Y | +164.2% | +225.0% | -60.8% | -2.8% |
| All | +199.0% | +254.0% | -54.9% | +6.1% |
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 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