+43.6%
EEM vs VIG
+61.5%
-17.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.8% |
| 7D | -0.7% | -2.2% | +1.5% | +1.2% |
| 30D | +2.4% | -3.2% | +5.6% | +5.2% |
| 3M | +4.2% | +3.0% | +1.1% | +1.6% |
| 6M | +14.8% | +8.1% | +6.6% | +7.9% |
| YTD | +23.1% | +9.1% | +14.0% | +15.1% |
| 1Y | +32.5% | +12.6% | +20.0% | +21.0% |
| 3Y | +85.9% | +55.4% | +30.5% | +32.1% |
| 5Y | +43.6% | +62.8% | -19.2% | -1.9% |
| All | +43.6% | +61.5% | -17.9% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling