+386.3%
VNQ vs EME
+8,815.0%
-8,428.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | -1.2% |
| 7D | -1.3% | +3.5% | -4.8% | -2.9% |
| 30D | -2.6% | -6.3% | +3.7% | -0.1% |
| 3M | -2.0% | -3.8% | +1.7% | -2.8% |
| 6M | +4.3% | +8.5% | -4.2% | -3.2% |
| YTD | +9.2% | +27.8% | -18.6% | -7.2% |
| 1Y | +5.6% | +22.2% | -16.6% | -10.5% |
| 3Y | +30.8% | +253.5% | -222.6% | -40.4% |
| 5Y | +8.0% | +578.6% | -570.7% | -66.2% |
| 10Y | +63.7% | +1,355.6% | -1,291.9% | -70.3% |
| All | +386.3% | +8,815.0% | -8,428.7% | -66.7% |
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 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