+349.1%
VT vs EME
+2,267.2%
-1,918.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.6% |
| 7D | -2.3% | -10.5% | +8.1% | +1.5% |
| 30D | -5.0% | -22.4% | +17.5% | +4.1% |
| 3M | -4.9% | -24.7% | +19.8% | +4.8% |
| 6M | -1.5% | -35.5% | +33.9% | +13.8% |
| YTD | +8.5% | -0.3% | +8.8% | +4.7% |
| 1Y | +11.4% | -6.7% | +18.1% | +10.1% |
| 3Y | +70.1% | +190.6% | -120.6% | -1.4% |
| 5Y | +53.7% | +367.3% | -313.5% | -28.8% |
| 10Y | +220.0% | +954.5% | -734.5% | -4.9% |
| All | +349.1% | +2,267.2% | -1,918.1% | -22.7% |
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 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