+13.5%
VT vs EME
+7.3%
+6.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.7% |
| 7D | -1.6% | +6.2% | -7.8% | -2.7% |
| 30D | -2.5% | -10.0% | +7.5% | -0.6% |
| 3M | -1.3% | -13.4% | +12.1% | +1.2% |
| 6M | +3.1% | -21.6% | +24.7% | +8.3% |
| YTD | +10.9% | +15.9% | -4.9% | +5.4% |
| All | +13.5% | +7.3% | +6.2% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling