+64.4%
EML vs VT
+215.5%
-151.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.8% |
| 7D | -6.2% | -2.3% | -3.9% | -3.8% |
| 30D | +5.2% | -5.0% | +10.1% | +11.0% |
| 3M | +5.0% | -4.9% | +9.9% | +10.5% |
| 6M | +17.7% | -1.5% | +19.2% | +18.7% |
| YTD | +35.3% | +8.5% | +26.8% | +21.9% |
| 1Y | +34.2% | +11.4% | +22.8% | +17.2% |
| 3Y | +57.4% | +70.1% | -12.6% | -15.6% |
| 5Y | +19.3% | +53.7% | -34.4% | -28.9% |
| All | +64.4% | +215.5% | -151.1% | -52.2% |
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