+33.8%
EEMA price history and return analytics
+57.0%
-23.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | +2.6% | +2.4% | +0.2% | +0.2% |
| 30D | -5.2% | -1.5% | -3.7% | -3.6% |
| 3M | -9.0% | -4.1% | -4.9% | -4.9% |
| 6M | -8.4% | +0.6% | -9.0% | -8.2% |
| YTD | +12.7% | +11.0% | +1.7% | +3.2% |
| 1Y | +13.8% | +13.3% | +0.5% | +2.3% |
| 3Y | +75.9% | +73.4% | +2.5% | +8.0% |
| All | +33.8% | +57.0% | -23.2% | -10.8% |
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