+89.4%
EML vs VT
+224.4%
-134.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.1% | +5.4% | +5.4% |
| 7D | +9.1% | -0.7% | +9.8% | +10.0% |
| 30D | +28.0% | -1.7% | +29.8% | +30.5% |
| 3M | +29.2% | -2.3% | +31.5% | +32.2% |
| 6M | +44.4% | +1.5% | +42.9% | +41.1% |
| YTD | +62.1% | +12.0% | +50.0% | +41.2% |
| 1Y | +68.3% | +12.9% | +55.4% | +45.2% |
| 3Y | +81.8% | +74.9% | +6.8% | -5.3% |
| 5Y | +34.1% | +59.9% | -25.8% | -23.5% |
| 10Y | +89.4% | +224.6% | -135.2% | -46.4% |
| All | +89.4% | +224.4% | -134.9% | -46.4% |
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