+2,472.2%
VMC vs EME
+62,686.4%
-60,214.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -2.5% |
| 7D | -0.5% | +5.2% | -5.7% | -2.3% |
| 30D | -9.1% | -5.4% | -3.7% | -7.6% |
| 3M | -4.1% | -6.1% | +1.9% | -3.8% |
| 6M | -5.5% | +9.7% | -15.2% | -10.7% |
| YTD | -8.9% | +26.6% | -35.5% | -18.6% |
| 1Y | -12.9% | +24.6% | -37.6% | -22.8% |
| 3Y | +22.1% | +249.6% | -227.5% | -28.4% |
| 5Y | +52.7% | +556.6% | -503.8% | -29.5% |
| 10Y | +152.7% | +1,286.6% | -1,133.9% | -12.5% |
| All | +2,472.2% | +62,686.4% | -60,214.2% | +476.6% |
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