+822.6%
VOO vs EME
+3,340.5%
-2,517.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.4% |
| 7D | +0.5% | +5.2% | -4.6% | -1.2% |
| 30D | -0.9% | -5.4% | +4.4% | +0.7% |
| 3M | +3.9% | -6.1% | +10.0% | +4.8% |
| 6M | +14.5% | +9.7% | +4.9% | +8.9% |
| YTD | +13.0% | +26.6% | -13.6% | +1.5% |
| 1Y | +19.4% | +24.6% | -5.2% | +6.4% |
| 3Y | +78.9% | +249.6% | -170.7% | +3.2% |
| 5Y | +82.3% | +556.6% | -474.3% | -19.5% |
| 10Y | +314.2% | +1,286.6% | -972.4% | +26.3% |
| All | +822.6% | +3,340.5% | -2,517.9% | +76.4% |
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