+84.9%
EMO vs VT
+221.8%
-136.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | +3.7% | +2.4% | +1.3% | +0.7% |
| 30D | -0.2% | -1.5% | +1.3% | +1.3% |
| 3M | -3.9% | -4.1% | +0.2% | +0.5% |
| 6M | +3.1% | +0.6% | +2.5% | +0.8% |
| YTD | +19.8% | +11.0% | +8.8% | +2.0% |
| 1Y | +27.3% | +13.3% | +14.0% | +5.3% |
| 3Y | +98.0% | +73.4% | +24.6% | -9.4% |
| 5Y | +207.6% | +57.4% | +150.2% | +61.0% |
| All | +84.9% | +221.8% | -136.9% | -56.1% |
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