+161.4%
EML vs VT
+345.0%
-183.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -2.9% |
| 7D | -1.7% | -4.2% | +2.5% | +1.2% |
| 30D | +8.7% | -5.8% | +14.5% | +13.0% |
| 3M | +11.9% | -5.2% | +17.1% | +15.8% |
| 6M | +24.4% | +0.1% | +24.3% | +23.9% |
| YTD | +40.4% | +8.2% | +32.1% | +32.4% |
| 1Y | +34.4% | +10.1% | +24.3% | +25.2% |
| 3Y | +62.6% | +69.7% | -7.1% | +14.2% |
| 5Y | +23.8% | +53.4% | -29.6% | -8.0% |
| 10Y | +73.6% | +219.2% | -145.6% | -10.9% |
| All | +161.4% | +345.0% | -183.5% | -0.3% |
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