-100.0%
EMPD vs VT
+74.3%
-174.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.6% |
| 7D | -7.6% | -1.1% | -6.5% | -6.1% |
| 30D | +11.8% | -1.0% | +12.7% | +13.3% |
| 3M | -16.0% | +3.2% | -19.2% | -19.4% |
| 6M | -31.4% | +12.5% | -43.9% | -41.1% |
| YTD | -33.4% | +14.1% | -47.5% | -42.7% |
| 1Y | -57.4% | +18.9% | -76.3% | -64.9% |
| 3Y | -100.0% | +74.1% | -174.1% | -100.0% |
| All | -100.0% | +74.3% | -174.3% | -100.0% |
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