+746.2%
EEM vs VFC
+333.7%
+412.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.4% |
| 7D | +2.7% | +1.6% | +1.1% | +2.1% |
| 30D | -5.4% | +25.5% | -30.9% | -12.1% |
| 3M | -8.6% | +41.3% | -49.9% | -18.6% |
| 6M | -8.9% | +22.2% | -31.1% | -16.1% |
| YTD | +11.9% | +16.4% | -4.5% | +3.7% |
| 1Y | +13.1% | +38.4% | -25.3% | -1.6% |
| 3Y | +70.7% | +56.2% | +14.4% | +18.1% |
| 5Y | +31.8% | -68.2% | +99.9% | +70.4% |
| 10Y | +119.5% | -48.4% | +167.9% | +90.5% |
| All | +746.2% | +333.7% | +412.5% | +114.9% |
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 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