+161.1%
VEA vs EME
+1,362.1%
-1,201.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | -0.1% |
| 7D | -1.5% | +3.5% | -5.0% | -2.4% |
| 30D | -0.8% | -6.3% | +5.5% | +0.8% |
| 3M | +2.5% | -3.8% | +6.2% | +2.7% |
| 6M | +11.1% | +8.5% | +2.6% | +7.4% |
| YTD | +17.2% | +27.8% | -10.6% | +7.6% |
| 1Y | +24.5% | +22.2% | +2.3% | +14.4% |
| 3Y | +75.4% | +253.5% | -178.0% | +9.5% |
| 5Y | +61.1% | +578.6% | -517.5% | -21.4% |
| All | +161.1% | +1,362.1% | -1,201.1% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling