+67.2%
VSH vs EME
+545.9%
-478.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +2.2% |
| 7D | +3.5% | +2.7% | +0.8% | +1.8% |
| 30D | -4.4% | -6.8% | +2.4% | -0.3% |
| 3M | -45.8% | -8.8% | -37.0% | -42.3% |
| 6M | +90.1% | +5.0% | +85.2% | +87.7% |
| YTD | +120.3% | +23.5% | +96.8% | +99.4% |
| 1Y | +112.2% | +21.3% | +90.9% | +90.3% |
| 3Y | +36.6% | +241.1% | -204.5% | -34.1% |
| All | +67.2% | +545.9% | -478.7% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling