+555.7%
EME vs VO
+41.5%
+514.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.6% |
| 7D | +2.7% | -0.6% | +3.3% | +3.4% |
| 30D | -6.8% | -1.9% | -4.9% | -4.8% |
| 3M | -8.8% | +3.3% | -12.1% | -11.5% |
| 6M | +5.0% | +9.7% | -4.7% | -4.1% |
| YTD | +23.5% | +12.6% | +10.9% | +9.9% |
| 1Y | +21.3% | +13.6% | +7.7% | +7.3% |
| 3Y | +241.1% | +56.8% | +184.2% | +130.1% |
| All | +555.7% | +41.5% | +514.2% | +375.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling