+125.7%
EEM vs VFC
-70.4%
+196.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -0.7% | -3.3% | +2.6% | -0.1% |
| 30D | +2.4% | -14.0% | +16.4% | +5.3% |
| 3M | +4.2% | -22.6% | +26.7% | +8.5% |
| 6M | +14.8% | -24.7% | +39.5% | +19.9% |
| YTD | +23.1% | -29.0% | +52.1% | +29.7% |
| 1Y | +32.5% | -13.8% | +46.3% | +33.4% |
| 3Y | +85.9% | -28.2% | +114.1% | +76.9% |
| 5Y | +43.6% | -79.0% | +122.6% | +91.5% |
| All | +125.7% | -70.4% | +196.1% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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