+121.1%
EEM vs VMC
+125.2%
-4.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +2.7% | -1.3% | +3.9% | +3.0% |
| 30D | -5.4% | +15.5% | -20.8% | -9.3% |
| 3M | -8.6% | +0.6% | -9.2% | -9.0% |
| 6M | -8.9% | +2.1% | -11.0% | -10.0% |
| YTD | +11.9% | -1.6% | +13.5% | +11.3% |
| 1Y | +13.1% | -1.2% | +14.3% | +12.2% |
| 3Y | +70.7% | +35.3% | +35.3% | +52.5% |
| 5Y | +31.8% | +43.6% | -11.8% | +13.9% |
| All | +121.1% | +125.2% | -4.1% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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