+851.2%
EEM vs VIAV
+175.1%
+676.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +2.0% | +13.6% | -11.6% | -1.6% |
| 30D | +5.1% | +5.3% | -0.2% | +2.8% |
| 3M | +4.6% | -15.6% | +20.2% | +7.2% |
| 6M | +17.8% | +34.0% | -16.2% | +4.6% |
| YTD | +25.8% | +119.9% | -94.0% | -4.3% |
| 1Y | +36.4% | +235.2% | -198.8% | -8.9% |
| 3Y | +90.0% | +299.8% | -209.8% | +16.0% |
| 5Y | +46.6% | +140.1% | -93.5% | +0.7% |
| 10Y | +132.3% | +420.3% | -288.1% | +22.0% |
| All | +851.2% | +175.1% | +676.1% | +270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling