+95.4%
EMO vs VT
+222.7%
-127.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | -1.7% | +0.4% | -2.2% | -2.3% |
| 30D | +8.7% | +1.0% | +7.7% | +7.2% |
| 3M | +10.5% | +2.4% | +8.1% | +6.5% |
| 6M | +8.5% | +12.0% | -3.5% | -7.7% |
| YTD | +28.6% | +15.3% | +13.3% | +5.1% |
| 1Y | +24.3% | +22.6% | +1.7% | -6.5% |
| 3Y | +117.5% | +74.7% | +42.9% | -0.1% |
| 5Y | +267.7% | +66.1% | +201.5% | +80.6% |
| All | +95.4% | +222.7% | -127.4% | -52.7% |
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