+52.5%
V vs EME
+249.1%
-196.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.8% |
| 7D | -1.1% | +5.2% | -6.2% | -1.3% |
| 30D | +1.9% | -5.4% | +7.2% | +2.1% |
| 3M | +15.5% | -6.1% | +21.6% | +15.8% |
| 6M | +16.6% | +9.7% | +7.0% | +14.6% |
| YTD | +5.7% | +26.6% | -20.8% | +2.0% |
| 1Y | +8.6% | +24.6% | -16.1% | +3.8% |
| 3Y | +52.5% | +249.6% | -197.1% | +30.6% |
| All | +52.5% | +249.1% | -196.6% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling