+91.0%
EEM vs VFC
-25.9%
+116.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.4% |
| 7D | +3.1% | +0.8% | +2.2% | +3.0% |
| 30D | +4.9% | -11.9% | +16.8% | +6.2% |
| 3M | +5.2% | -20.2% | +25.4% | +7.4% |
| 6M | +20.7% | -23.0% | +43.7% | +23.5% |
| YTD | +26.5% | -26.2% | +52.7% | +29.8% |
| 1Y | +37.8% | -13.3% | +51.2% | +38.8% |
| 3Y | +91.0% | -25.5% | +116.4% | +83.9% |
| All | +91.0% | -25.9% | +116.9% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling