+32.5%
EEM vs VMC
-13.8%
+46.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | -0.7% | -3.7% | +3.0% | +0.1% |
| 30D | +2.4% | -12.8% | +15.2% | +5.4% |
| 3M | +4.2% | -7.9% | +12.1% | +5.4% |
| 6M | +14.8% | -7.5% | +22.3% | +15.8% |
| YTD | +23.1% | -11.6% | +34.7% | +24.3% |
| 1Y | +32.5% | -14.3% | +46.8% | +33.9% |
| All | +32.5% | -13.8% | +46.3% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling