+74.0%
VTI vs EMB
+6.1%
+67.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.2% |
| 7D | -2.0% | -1.1% | -0.9% | -0.9% |
| 30D | -1.9% | -1.1% | -0.9% | -0.8% |
| 3M | +4.5% | -0.8% | +5.3% | +5.5% |
| 6M | +12.6% | -0.1% | +12.6% | +12.8% |
| YTD | +12.0% | +0.4% | +11.5% | +11.7% |
| 1Y | +17.3% | +3.3% | +14.1% | +13.7% |
| 3Y | +75.3% | +29.0% | +46.3% | +37.3% |
| 5Y | +74.0% | +6.3% | +67.7% | +63.3% |
| All | +74.0% | +6.1% | +67.9% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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