+59.9%
VEA vs EME
+575.5%
-515.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.1% |
| 7D | -1.5% | +3.5% | -5.0% | -2.3% |
| 30D | -0.8% | -6.3% | +5.5% | +0.5% |
| 3M | +2.5% | -3.8% | +6.2% | +2.8% |
| 6M | +11.1% | +8.5% | +2.6% | +8.3% |
| YTD | +17.2% | +27.8% | -10.6% | +9.7% |
| 1Y | +24.5% | +22.2% | +2.3% | +16.4% |
| 3Y | +75.4% | +253.5% | -178.0% | +14.8% |
| All | +59.9% | +575.5% | -515.6% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling