+27.7%
V vs EME
+3.0%
+24.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.2% |
| 7D | +0.9% | +8.4% | -7.4% | +1.8% |
| 30D | +9.0% | -11.5% | +20.5% | +7.6% |
| 3M | +16.7% | -20.6% | +37.4% | +14.1% |
| 6M | +33.4% | -28.5% | +61.9% | +29.4% |
| YTD | +22.4% | +8.0% | +14.3% | +17.9% |
| 1Y | +27.7% | +6.8% | +20.9% | +23.1% |
| All | +27.7% | +3.0% | +24.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling