+7.3%
EMHC vs VT
+77.1%
-69.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +2.1% | -1.4% | +3.5% | +2.5% |
| 3M | -2.7% | -1.4% | -1.3% | -2.3% |
| 6M | -1.7% | +5.5% | -7.1% | -3.6% |
| YTD | -1.2% | +12.8% | -14.1% | -5.5% |
| 1Y | 0.0% | +15.4% | -15.4% | -5.1% |
| 3Y | +25.8% | +76.9% | -51.1% | +1.5% |
| 5Y | +5.3% | +60.4% | -55.1% | -14.9% |
| All | +7.3% | +77.1% | -69.7% | -14.8% |
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