+10.0%
EMHC vs VT
+81.0%
-71.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.1% | +0.4% | -0.4% | -0.1% |
| 30D | -0.3% | +1.0% | -1.3% | -0.6% |
| 3M | -0.6% | +2.4% | -2.9% | -1.4% |
| 6M | 0.0% | +12.0% | -12.0% | -3.9% |
| YTD | +1.2% | +15.3% | -14.1% | -3.8% |
| 1Y | +5.7% | +22.6% | -16.9% | -1.7% |
| 3Y | +27.3% | +74.7% | -47.3% | +3.3% |
| 5Y | +5.5% | +66.1% | -60.6% | -15.5% |
| All | +10.0% | +81.0% | -71.0% | -13.2% |
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