+948.7%
VTI vs EME
+7,982.1%
-7,033.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.3% |
| 7D | -0.4% | +2.7% | -3.1% | -1.3% |
| 30D | -1.6% | -6.8% | +5.2% | +0.6% |
| 3M | +3.6% | -8.8% | +12.4% | +5.5% |
| 6M | +13.0% | +5.0% | +8.0% | +9.0% |
| YTD | +12.7% | +23.5% | -10.8% | +2.0% |
| 1Y | +18.4% | +21.3% | -2.9% | +6.4% |
| 3Y | +76.4% | +241.1% | -164.6% | +4.2% |
| 5Y | +73.7% | +549.2% | -475.5% | -20.4% |
| 10Y | +302.5% | +1,306.4% | -1,003.9% | +30.7% |
| All | +948.7% | +7,982.1% | -7,033.4% | +67.8% |
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 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