+49.7%
EMHY vs VT
+222.7%
-173.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -0.3% | -0.7% | +0.4% | 0.0% |
| 3M | +0.6% | +4.0% | -3.4% | -1.2% |
| 6M | +2.9% | +12.3% | -9.4% | -2.5% |
| YTD | +3.4% | +14.0% | -10.6% | -2.7% |
| 1Y | +7.5% | +20.3% | -12.8% | -1.4% |
| 3Y | +41.2% | +75.4% | -34.2% | +8.3% |
| 5Y | +22.7% | +66.0% | -43.3% | -4.4% |
| 10Y | +49.7% | +228.2% | -178.5% | -14.4% |
| All | +49.7% | +222.7% | -173.0% | -14.4% |
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