+64.7%
EEM vs VG
-39.3%
+104.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +2.3% | +1.7% | +0.6% | +2.3% |
| 30D | +4.5% | +16.0% | -11.5% | +4.6% |
| 3M | -0.1% | +9.7% | -9.8% | 0.0% |
| 6M | +16.9% | +29.6% | -12.6% | +15.3% |
| YTD | +26.2% | +112.0% | -85.8% | +20.0% |
| 1Y | +40.5% | +12.8% | +27.7% | +39.0% |
| All | +64.7% | -39.3% | +104.0% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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