+529.9%
EME vs VSXY
+37.7%
+492.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -2.1% |
| 7D | +2.7% | -10.7% | +13.4% | +3.9% |
| 30D | -6.8% | -24.3% | +17.5% | -4.2% |
| 3M | -8.8% | +1.0% | -9.8% | -9.5% |
| 6M | +5.0% | +57.4% | -52.4% | -2.5% |
| YTD | +23.5% | +39.8% | -16.3% | +15.7% |
| 1Y | +21.3% | +196.5% | -175.2% | +2.9% |
| 3Y | +241.1% | +357.2% | -116.2% | +161.4% |
| 5Y | +549.2% | +18.9% | +530.3% | +458.8% |
| All | +529.9% | +37.7% | +492.2% | +436.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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