+168.5%
EML vs VT
+374.2%
-205.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.4% |
| 7D | +6.2% | +0.4% | +5.7% | +5.8% |
| 30D | +14.9% | +1.0% | +13.9% | +14.1% |
| 3M | +29.8% | +2.4% | +27.5% | +27.6% |
| 6M | +51.8% | +12.0% | +39.8% | +40.2% |
| YTD | +44.1% | +15.3% | +28.8% | +30.5% |
| 1Y | +18.5% | +22.6% | -4.1% | +2.9% |
| 3Y | +62.0% | +74.7% | -12.7% | +11.7% |
| 5Y | +17.7% | +66.1% | -48.5% | -17.0% |
| 10Y | +72.9% | +225.0% | -152.1% | -13.3% |
| All | +168.5% | +374.2% | -205.7% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling