+125.7%
EEM vs VMC
+154.4%
-28.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | -0.7% | -3.7% | +3.0% | +0.3% |
| 30D | +2.4% | -12.8% | +15.2% | +6.2% |
| 3M | +4.2% | -7.9% | +12.1% | +6.1% |
| 6M | +14.8% | -7.5% | +22.3% | +16.7% |
| YTD | +23.1% | -11.6% | +34.7% | +26.3% |
| 1Y | +32.5% | -14.3% | +46.8% | +36.8% |
| 3Y | +85.9% | +18.5% | +67.4% | +73.1% |
| 5Y | +43.6% | +46.8% | -3.2% | +24.1% |
| All | +125.7% | +154.4% | -28.7% | +66.8% |
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