+66.6%
VT vs EME
+529.3%
-462.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.5% |
| 7D | +0.4% | +1.9% | -1.4% | 0.0% |
| 30D | +1.0% | -8.3% | +9.2% | +3.1% |
| 3M | +2.4% | -10.7% | +13.1% | +4.7% |
| 6M | +12.0% | +1.9% | +10.1% | +10.2% |
| YTD | +15.3% | +23.5% | -8.1% | +7.4% |
| 1Y | +22.6% | +18.0% | +4.6% | +14.1% |
| 3Y | +74.7% | +236.1% | -161.4% | +10.4% |
| All | +66.6% | +529.3% | -462.7% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling