+854.3%
EEM vs VFC
+180.1%
+674.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.1% |
| 7D | +2.3% | -1.6% | +3.9% | +2.8% |
| 30D | +4.5% | -11.6% | +16.2% | +8.5% |
| 3M | -0.1% | -18.1% | +18.0% | +5.1% |
| 6M | +16.9% | -27.4% | +44.3% | +27.1% |
| YTD | +26.2% | -24.8% | +51.0% | +34.9% |
| 1Y | +40.5% | -8.2% | +48.7% | +38.4% |
| 3Y | +86.2% | -29.1% | +115.3% | +67.8% |
| 5Y | +45.5% | -79.2% | +124.6% | +114.6% |
| 10Y | +128.6% | -68.1% | +196.7% | +134.2% |
| All | +854.3% | +180.1% | +674.2% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling