+570.7%
EME vs VEU
+55.0%
+515.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.3% |
| 7D | +3.5% | -1.4% | +4.9% | +5.0% |
| 30D | -6.3% | -0.4% | -5.9% | -5.9% |
| 3M | -3.8% | +2.5% | -6.3% | -5.6% |
| 6M | +8.5% | +11.1% | -2.6% | -1.5% |
| YTD | +27.8% | +16.5% | +11.3% | +11.0% |
| 1Y | +22.2% | +22.9% | -0.7% | +1.4% |
| 3Y | +253.5% | +73.4% | +180.1% | +117.6% |
| All | +570.7% | +55.0% | +515.7% | +362.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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