+49.6%
EMM vs VT
+74.3%
-24.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.2% | -2.5% |
| 7D | -10.1% | -4.2% | -5.9% | -5.3% |
| 30D | -18.9% | -5.8% | -13.1% | -12.7% |
| 3M | -13.3% | -5.2% | -8.0% | -7.2% |
| 6M | -12.5% | +0.1% | -12.6% | -11.2% |
| YTD | +8.5% | +8.2% | +0.3% | +2.3% |
| 1Y | +12.4% | +10.1% | +2.3% | +4.2% |
| 3Y | +55.5% | +69.7% | -14.2% | -7.4% |
| All | +49.6% | +74.3% | -24.8% | -13.2% |
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