+224.6%
VT vs EME
+948.4%
-723.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.2% |
| 7D | -0.7% | +4.3% | -5.0% | -2.0% |
| 30D | -1.7% | -14.4% | +12.6% | +2.5% |
| 3M | -2.3% | -18.3% | +16.0% | +2.9% |
| 6M | +1.5% | -28.3% | +29.9% | +10.5% |
| YTD | +12.0% | +9.2% | +2.8% | +6.0% |
| 1Y | +12.9% | +4.3% | +8.6% | +8.2% |
| 3Y | +74.9% | +218.6% | -143.7% | +8.0% |
| 5Y | +59.9% | +421.0% | -361.1% | -19.4% |
| 10Y | +224.6% | +928.3% | -703.7% | +23.6% |
| All | +224.6% | +948.4% | -723.8% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling