+128.5%
EEM vs VIAV
+419.4%
-290.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.4% | +0.4% |
| 7D | -1.3% | +11.2% | -12.4% | -3.7% |
| 30D | +2.1% | -10.1% | +12.2% | +4.1% |
| 3M | +1.0% | -22.9% | +23.9% | +5.4% |
| 6M | +15.9% | +28.8% | -12.9% | +6.0% |
| YTD | +24.6% | +117.5% | -92.8% | -1.0% |
| 1Y | +32.3% | +216.1% | -183.8% | -5.4% |
| 3Y | +85.9% | +292.2% | -206.3% | +21.0% |
| 5Y | +45.4% | +141.0% | -95.6% | +6.6% |
| All | +128.5% | +419.4% | -290.9% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling