+377.4%
VT vs EME
+2,832.5%
-2,455.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.7% |
| 7D | +0.4% | +1.9% | -1.4% | -0.3% |
| 30D | +1.0% | -8.3% | +9.2% | +4.1% |
| 3M | +2.4% | -10.7% | +13.1% | +5.4% |
| 6M | +12.0% | +1.9% | +10.1% | +9.0% |
| YTD | +15.3% | +23.5% | -8.1% | +3.4% |
| 1Y | +22.6% | +18.0% | +4.6% | +10.2% |
| 3Y | +74.7% | +236.1% | -161.4% | -3.4% |
| 5Y | +66.1% | +527.9% | -461.7% | -31.2% |
| 10Y | +225.0% | +1,252.8% | -1,027.8% | -11.8% |
| All | +377.4% | +2,832.5% | -2,455.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling