+2,926.4%
V vs EME
+3,401.0%
-474.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.6% |
| 7D | -1.7% | +1.9% | -3.6% | -2.4% |
| 30D | +2.0% | -8.3% | +10.2% | +4.7% |
| 3M | +17.4% | -10.7% | +28.1% | +19.7% |
| 6M | +17.5% | +1.9% | +15.6% | +13.0% |
| YTD | +7.6% | +23.5% | -15.9% | -4.3% |
| 1Y | +7.7% | +18.0% | -10.3% | -4.4% |
| 3Y | +54.7% | +236.1% | -181.5% | -14.7% |
| 5Y | +73.0% | +527.9% | -454.8% | -28.2% |
| 10Y | +390.9% | +1,252.8% | -861.9% | +36.7% |
| All | +2,926.4% | +3,401.0% | -474.5% | +411.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling