+85.2%
EMO vs VT
+217.6%
-132.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.0% |
| 7D | -6.8% | -0.1% | -6.7% | -6.8% |
| 30D | -4.0% | -3.1% | -1.0% | -0.7% |
| 3M | -3.9% | -3.5% | -0.4% | -0.2% |
| 6M | +3.0% | +0.5% | +2.6% | +0.8% |
| YTD | +17.3% | +10.8% | +6.6% | +0.2% |
| 1Y | +26.4% | +11.9% | +14.5% | +6.3% |
| 3Y | +97.0% | +73.0% | +24.0% | -9.5% |
| 5Y | +204.2% | +58.6% | +145.6% | +57.3% |
| 10Y | +85.2% | +219.2% | -134.0% | -54.1% |
| All | +85.2% | +217.6% | -132.4% | -54.1% |
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