+46.6%
EEM vs VFC
-78.7%
+125.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | +2.0% | -2.3% | +4.3% | +2.3% |
| 30D | +5.1% | -13.4% | +18.4% | +7.1% |
| 3M | +4.6% | -23.7% | +28.3% | +8.0% |
| 6M | +17.8% | -24.5% | +42.2% | +21.5% |
| YTD | +25.8% | -27.8% | +53.7% | +30.4% |
| 1Y | +36.4% | -13.5% | +49.9% | +37.3% |
| 3Y | +90.0% | -27.1% | +117.1% | +84.9% |
| 5Y | +46.6% | -79.0% | +125.6% | +92.4% |
| All | +46.6% | -78.7% | +125.2% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling