+40.1%
VG vs EME
-1.5%
+41.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.3% | -5.0% | +2.5% |
| 7D | -8.3% | -4.4% | -3.9% | -8.4% |
| 30D | -10.3% | -17.3% | +6.9% | -11.5% |
| 3M | -10.8% | -20.0% | +9.3% | -12.3% |
| 6M | +3.5% | -29.1% | +32.6% | -0.4% |
| YTD | +74.0% | +6.9% | +67.0% | +48.9% |
| All | +40.1% | -1.5% | +41.7% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling