+238.8%
EME vs VO
+54.6%
+184.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +0.5% |
| 7D | +0.9% | -2.5% | +3.4% | +4.6% |
| 30D | -8.4% | -3.2% | -5.2% | -4.0% |
| 3M | -3.6% | +3.9% | -7.5% | -8.3% |
| 6M | +3.6% | +9.6% | -6.1% | -8.1% |
| YTD | +22.5% | +11.6% | +10.9% | +6.1% |
| 1Y | +18.2% | +12.6% | +5.6% | +1.5% |
| All | +238.8% | +54.6% | +184.2% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling