+155.6%
EMLP vs VT
+224.5%
-68.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | +1.6% | +1.0% | +0.7% | +0.9% |
| 3M | +2.5% | +2.4% | +0.1% | +0.3% |
| 6M | +1.9% | +12.0% | -10.1% | -7.2% |
| YTD | +18.2% | +15.3% | +2.9% | +5.1% |
| 1Y | +20.6% | +22.6% | -2.0% | +2.1% |
| 3Y | +77.3% | +74.7% | +2.7% | +12.1% |
| 5Y | +109.7% | +66.1% | +43.6% | +36.7% |
| All | +155.6% | +224.5% | -68.8% | -9.2% |
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