+72.9%
EMO vs VT
+334.9%
-262.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | -0.4% |
| 7D | -10.9% | -4.2% | -6.7% | -6.9% |
| 30D | -5.0% | -5.8% | +0.8% | +0.9% |
| 3M | -2.2% | -5.2% | +3.1% | +3.1% |
| 6M | -1.9% | +0.1% | -2.0% | -3.4% |
| YTD | +15.8% | +8.2% | +7.6% | +3.9% |
| 1Y | +24.7% | +10.1% | +14.6% | +9.6% |
| 3Y | +88.5% | +69.7% | +18.9% | +1.1% |
| 5Y | +199.4% | +53.4% | +146.0% | +79.7% |
| 10Y | +91.6% | +219.2% | -127.7% | -36.2% |
| All | +72.9% | +334.9% | -262.0% | -51.1% |
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 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