+17.6%
EMLC vs VT
+443.3%
-425.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | 0.0% | -1.4% | +1.4% | +0.5% |
| 3M | -2.8% | -1.4% | -1.4% | -2.3% |
| 6M | -0.2% | +5.5% | -5.7% | -2.2% |
| YTD | -0.4% | +12.8% | -13.2% | -4.7% |
| 1Y | +2.9% | +15.4% | -12.5% | -2.4% |
| 3Y | +20.7% | +76.9% | -56.2% | -2.5% |
| 5Y | +12.6% | +60.4% | -47.8% | -6.5% |
| 10Y | +17.6% | +232.8% | -215.1% | -26.7% |
| All | +17.6% | +443.3% | -425.6% | -38.2% |
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 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