+2,679.8%
VMC vs EME
+53,473.8%
-50,794.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -1.3% | +8.4% | -9.6% | -4.1% |
| 30D | +15.5% | -11.5% | +26.9% | +19.6% |
| 3M | +0.6% | -20.6% | +21.2% | +7.8% |
| 6M | +2.1% | -28.5% | +30.6% | +11.6% |
| YTD | -1.6% | +8.0% | -9.6% | -7.9% |
| 1Y | -1.2% | +6.8% | -7.9% | -7.3% |
| 3Y | +35.3% | +213.9% | -178.6% | -18.3% |
| 5Y | +43.6% | +414.8% | -371.2% | -28.3% |
| 10Y | +126.7% | +916.9% | -790.2% | -13.6% |
| All | +2,679.8% | +53,473.8% | -50,794.0% | +552.3% |
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 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