+18.0%
VMC vs EME
+240.3%
-222.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.8% | -2.7% |
| 7D | -5.3% | +2.7% | -8.0% | -5.9% |
| 30D | -12.3% | -6.8% | -5.5% | -11.1% |
| 3M | -10.3% | -8.8% | -1.4% | -8.7% |
| 6M | -8.6% | +5.0% | -13.5% | -10.6% |
| YTD | -11.9% | +23.5% | -35.4% | -17.7% |
| 1Y | -13.9% | +21.3% | -35.2% | -20.4% |
| All | +18.0% | +240.3% | -222.4% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling