+550.5%
EME vs VIG
+61.5%
+489.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | +0.9% | -2.2% | +3.2% | +3.7% |
| 30D | -8.4% | -3.2% | -5.2% | -4.8% |
| 3M | -3.6% | +3.0% | -6.6% | -7.0% |
| 6M | +3.6% | +8.1% | -4.6% | -5.5% |
| YTD | +22.5% | +9.1% | +13.5% | +10.9% |
| 1Y | +18.2% | +12.6% | +5.6% | +3.3% |
| 3Y | +238.4% | +55.4% | +183.0% | +111.6% |
| 5Y | +550.5% | +62.8% | +487.7% | +286.4% |
| All | +550.5% | +61.5% | +489.1% | +286.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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