+715.8%
VTV vs EME
+7,814.1%
-7,098.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.5% |
| 7D | -0.7% | +2.7% | -3.4% | -1.6% |
| 30D | -0.5% | -6.8% | +6.3% | +1.7% |
| 3M | +5.3% | -8.8% | +14.1% | +7.1% |
| 6M | +12.9% | +5.0% | +7.9% | +8.5% |
| YTD | +18.5% | +23.5% | -5.0% | +6.8% |
| 1Y | +25.3% | +21.3% | +4.0% | +11.9% |
| 3Y | +68.2% | +241.1% | -172.9% | -3.7% |
| 5Y | +80.6% | +549.2% | -468.5% | -21.4% |
| 10Y | +232.9% | +1,306.4% | -1,073.5% | +0.5% |
| All | +715.8% | +7,814.1% | -7,098.3% | +20.4% |
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