+62.8%
EMXC vs VT
+58.5%
+4.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.8% |
| 7D | +8.1% | +2.9% | +5.2% | +5.2% |
| 30D | -7.8% | -2.5% | -5.3% | -5.2% |
| 3M | -7.4% | -3.3% | -4.1% | -3.9% |
| 6M | -4.3% | +1.5% | -5.8% | -4.5% |
| YTD | +24.1% | +11.4% | +12.7% | +14.8% |
| 1Y | +26.9% | +11.9% | +15.0% | +16.9% |
| 3Y | +89.8% | +73.9% | +15.9% | +22.1% |
| 5Y | +62.8% | +57.9% | +4.9% | +13.4% |
| All | +62.8% | +58.5% | +4.2% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling