+191.1%
EEM vs VIG
+623.5%
-432.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.4% |
| 7D | +2.3% | -0.4% | +2.8% | +2.9% |
| 30D | +4.5% | -1.0% | +5.5% | +5.8% |
| 3M | -0.1% | +2.8% | -2.8% | -3.4% |
| 6M | +16.9% | +8.2% | +8.8% | +6.0% |
| YTD | +26.2% | +11.0% | +15.2% | +10.8% |
| 1Y | +40.5% | +16.1% | +24.4% | +16.3% |
| 3Y | +86.2% | +56.2% | +30.0% | +3.3% |
| 5Y | +45.5% | +63.0% | -17.5% | -25.9% |
| 10Y | +128.6% | +241.4% | -112.8% | -63.6% |
| All | +191.1% | +623.5% | -432.5% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling