+118.1%
VSH vs EME
+21.8%
+96.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.3% | +1.8% | +3.0% |
| 7D | +4.8% | +3.5% | +1.3% | +2.1% |
| 30D | -0.7% | -6.3% | +5.6% | +4.2% |
| 3M | -43.1% | -3.8% | -39.3% | -41.0% |
| 6M | +91.8% | +8.5% | +83.3% | +86.6% |
| YTD | +131.6% | +27.8% | +103.8% | +110.1% |
| 1Y | +118.1% | +22.2% | +95.9% | +89.7% |
| All | +118.1% | +21.8% | +96.2% | +89.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling