+192.7%
VSH vs EME
+1,362.1%
-1,169.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.3% | +1.8% | +3.4% |
| 7D | +4.8% | +3.5% | +1.3% | +2.4% |
| 30D | -0.7% | -6.3% | +5.6% | +3.5% |
| 3M | -43.1% | -3.8% | -39.3% | -41.2% |
| 6M | +91.8% | +8.5% | +83.3% | +84.5% |
| YTD | +131.6% | +27.8% | +103.8% | +101.1% |
| 1Y | +118.1% | +22.2% | +95.9% | +90.8% |
| 3Y | +40.9% | +253.5% | -212.6% | -41.2% |
| 5Y | +75.8% | +578.6% | -502.9% | -54.0% |
| All | +192.7% | +1,362.1% | -1,169.4% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling