+99.0%
EEM vs VLTO
+26.2%
+72.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +3.1% | -1.6% | +4.7% | +3.4% |
| 30D | +4.9% | -2.9% | +7.7% | +5.3% |
| 3M | +5.2% | +12.7% | -7.4% | +2.2% |
| 6M | +20.7% | +1.6% | +19.1% | +20.2% |
| YTD | +26.5% | -4.0% | +30.4% | +27.5% |
| 1Y | +37.8% | -10.2% | +48.0% | +41.3% |
| All | +99.0% | +26.2% | +72.8% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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