+43.8%
EEMA price history and return analytics
+63.7%
-19.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.6% |
| 7D | -1.4% | -2.0% | +0.6% | +0.7% |
| 30D | +1.0% | -1.4% | +2.5% | +2.5% |
| 3M | +3.7% | +4.7% | -1.0% | -0.6% |
| 6M | +16.5% | +11.4% | +5.1% | +5.8% |
| YTD | +23.5% | +13.1% | +10.4% | +10.8% |
| 1Y | +32.3% | +19.0% | +13.3% | +13.3% |
| 3Y | +89.5% | +73.9% | +15.5% | +15.4% |
| 5Y | +43.8% | +65.4% | -21.6% | -8.2% |
| All | +43.8% | +63.7% | -19.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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