+42.2%
EEM vs VG
-51.4%
+93.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -2.8% | -22.0% | +19.2% | -2.9% |
| 30D | -11.9% | -11.6% | -0.3% | -12.0% |
| 3M | -8.8% | -14.9% | +6.1% | -8.8% |
| 6M | -11.6% | -3.5% | -8.1% | -11.8% |
| YTD | +9.0% | +70.0% | -61.0% | +3.6% |
| 1Y | +10.6% | +50.0% | -39.4% | +5.7% |
| All | +42.2% | -51.4% | +93.6% | +39.3% |
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