+128.5%
EEM vs VEA
+165.0%
-36.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.2% |
| 7D | -1.3% | -1.5% | +0.2% | +0.2% |
| 30D | +2.1% | -0.8% | +2.9% | +3.0% |
| 3M | +1.0% | +2.5% | -1.4% | -1.1% |
| 6M | +15.9% | +11.1% | +4.8% | +4.9% |
| YTD | +24.6% | +17.2% | +7.5% | +7.2% |
| 1Y | +32.3% | +24.5% | +7.8% | +7.1% |
| 3Y | +85.9% | +75.4% | +10.5% | +6.3% |
| 5Y | +45.4% | +61.1% | -15.7% | -9.3% |
| All | +128.5% | +165.0% | -36.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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