+11.4%
VT vs EME
-9.0%
+20.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | -2.3% | -10.5% | +8.1% | -0.6% |
| 30D | -5.0% | -22.4% | +17.5% | -0.7% |
| 3M | -4.9% | -24.7% | +19.8% | -0.2% |
| 6M | -1.5% | -35.5% | +33.9% | +7.2% |
| YTD | +8.5% | -0.3% | +8.8% | +5.7% |
| 1Y | +11.4% | -6.7% | +18.1% | +10.4% |
| All | +11.4% | -9.0% | +20.3% | +10.4% |
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