-39.3%
VG vs EME
+41.6%
-81.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | +1.7% | +1.9% | -0.2% | +1.0% |
| 30D | +16.0% | -8.3% | +24.3% | +19.0% |
| 3M | +9.7% | -10.7% | +20.5% | +12.8% |
| 6M | +29.6% | +1.9% | +27.7% | +20.8% |
| YTD | +112.0% | +23.5% | +88.5% | +70.4% |
| 1Y | +12.8% | +18.0% | -5.2% | -11.3% |
| All | -39.3% | +41.6% | -81.0% | -64.6% |
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