+3,319.5%
V vs EME
+2,897.6%
+421.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | +0.8% | -8.8% | +9.6% | +3.5% |
| 30D | +9.9% | -18.2% | +28.1% | +16.8% |
| 3M | +17.5% | -20.2% | +37.7% | +25.2% |
| 6M | +33.5% | -29.9% | +63.4% | +46.2% |
| YTD | +21.6% | +5.7% | +15.8% | +12.7% |
| 1Y | +27.6% | -1.5% | +29.0% | +21.1% |
| 3Y | +76.4% | +208.4% | -132.0% | -1.0% |
| 5Y | +103.8% | +401.9% | -298.1% | -8.9% |
| 10Y | +455.5% | +914.2% | -458.7% | +71.3% |
| All | +3,319.5% | +2,897.6% | +421.9% | +502.2% |
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