+48.7%
EEM vs VG
-46.6%
+95.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +2.4% |
| 7D | +0.7% | +5.5% | -4.8% | +0.7% |
| 30D | -6.2% | -3.6% | -2.6% | -6.2% |
| 3M | -5.2% | -4.0% | -1.2% | -5.2% |
| 6M | -8.1% | +9.4% | -17.5% | -8.3% |
| YTD | +14.0% | +86.6% | -72.6% | +8.3% |
| 1Y | +13.8% | +69.5% | -55.7% | +8.7% |
| All | +48.7% | -46.6% | +95.3% | +45.7% |
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