+72.5%
EMO vs VT
+335.9%
-263.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.5% |
| 7D | -11.6% | -2.3% | -9.3% | -9.5% |
| 30D | -3.9% | -5.0% | +1.1% | +1.2% |
| 3M | -4.1% | -4.9% | +0.8% | +0.7% |
| 6M | +1.2% | -1.5% | +2.7% | +1.6% |
| YTD | +15.6% | +8.5% | +7.1% | +3.4% |
| 1Y | +25.1% | +11.4% | +13.7% | +8.6% |
| 3Y | +90.3% | +70.1% | +20.2% | +1.8% |
| 5Y | +198.7% | +53.7% | +145.0% | +78.8% |
| 10Y | +91.1% | +220.0% | -128.8% | -36.5% |
| All | +72.5% | +335.9% | -263.4% | -51.3% |
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