+3,253.1%
EME vs VIG
+617.8%
+2,635.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.7% |
| 7D | +5.2% | -0.4% | +5.6% | +5.7% |
| 30D | -5.4% | -2.1% | -3.3% | -2.6% |
| 3M | -6.1% | +3.3% | -9.4% | -10.4% |
| 6M | +9.7% | +9.3% | +0.4% | -3.2% |
| YTD | +26.6% | +10.1% | +16.4% | +10.6% |
| 1Y | +24.6% | +14.7% | +9.9% | +3.0% |
| 3Y | +249.6% | +56.9% | +192.7% | +85.5% |
| 5Y | +556.6% | +62.9% | +493.6% | +225.6% |
| 10Y | +1,286.6% | +241.3% | +1,045.3% | +117.2% |
| All | +3,253.1% | +617.8% | +2,635.3% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling