+231.8%
EMN vs VT
+345.0%
-113.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +2.0% |
| 7D | -3.3% | -4.2% | +0.9% | +1.7% |
| 30D | +2.5% | -5.8% | +8.3% | +9.8% |
| 3M | -9.3% | -5.2% | -4.0% | -3.5% |
| 6M | -12.9% | +0.1% | -13.1% | -13.4% |
| YTD | +6.7% | +8.2% | -1.5% | -3.4% |
| 1Y | +12.9% | +10.1% | +2.8% | +0.2% |
| 3Y | -3.5% | +69.7% | -73.2% | -48.2% |
| 5Y | -28.7% | +53.4% | -82.1% | -56.4% |
| 10Y | +29.6% | +219.2% | -189.6% | -64.7% |
| All | +231.8% | +345.0% | -113.2% | -45.5% |
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