+6.9%
EMHC vs VT
+69.9%
-63.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.9% |
| 7D | -0.4% | -4.2% | +3.8% | +1.0% |
| 30D | +0.9% | -5.8% | +6.7% | +2.9% |
| 3M | -3.2% | -5.2% | +2.1% | -1.5% |
| 6M | -2.5% | +0.1% | -2.6% | -2.7% |
| YTD | -1.7% | +8.2% | -9.9% | -4.6% |
| 1Y | -0.2% | +10.1% | -10.3% | -3.8% |
| 3Y | +25.2% | +69.7% | -44.5% | +2.4% |
| 5Y | +4.0% | +53.4% | -49.3% | -14.7% |
| All | +6.9% | +69.9% | -63.0% | -14.0% |
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