+131.1%
EEM vs VEA
+167.0%
-35.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +0.5% |
| 7D | +2.0% | +0.3% | +1.7% | +1.6% |
| 30D | +5.1% | +0.4% | +4.6% | +4.6% |
| 3M | +4.6% | +4.8% | -0.2% | -0.5% |
| 6M | +17.8% | +11.3% | +6.5% | +5.1% |
| YTD | +25.8% | +17.4% | +8.4% | +5.7% |
| 1Y | +36.4% | +26.2% | +10.2% | +5.6% |
| 3Y | +90.0% | +77.7% | +12.3% | -1.1% |
| 5Y | +46.6% | +60.9% | -14.4% | -15.4% |
| 10Y | +132.3% | +163.6% | -31.3% | -25.3% |
| All | +131.1% | +167.0% | -35.8% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling