+761.8%
EEM vs VFC
+332.9%
+428.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +0.7% | -1.4% | +2.1% | +1.2% |
| 30D | -6.2% | +30.7% | -36.9% | -14.0% |
| 3M | -5.2% | +40.6% | -45.8% | -15.4% |
| 6M | -8.1% | +16.5% | -24.6% | -14.1% |
| YTD | +14.0% | +16.2% | -2.2% | +5.7% |
| 1Y | +13.8% | +42.4% | -28.6% | -1.8% |
| 3Y | +73.7% | +48.1% | +25.7% | +22.8% |
| 5Y | +34.6% | -67.8% | +102.4% | +73.1% |
| 10Y | +123.6% | -48.5% | +172.0% | +94.2% |
| All | +761.8% | +332.9% | +428.9% | +119.1% |
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