+11.9%
VT vs EME
-2.7%
+14.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.3% |
| 7D | -0.1% | -8.8% | +8.6% | +1.3% |
| 30D | -3.1% | -18.2% | +15.1% | +0.3% |
| 3M | -3.5% | -20.2% | +16.7% | +0.2% |
| 6M | +0.5% | -29.9% | +30.4% | +7.5% |
| YTD | +10.8% | +5.7% | +5.1% | +6.8% |
| 1Y | +11.9% | -1.5% | +13.4% | +9.7% |
| All | +11.9% | -2.7% | +14.6% | +9.7% |
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