+87.7%
EEM vs VMC
+17.4%
+70.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | +0.3% |
| 7D | +2.0% | -5.3% | +7.3% | +3.3% |
| 30D | +5.1% | -12.3% | +17.3% | +8.3% |
| 3M | +4.6% | -10.3% | +14.8% | +6.9% |
| 6M | +17.8% | -8.6% | +26.3% | +19.7% |
| YTD | +25.8% | -11.9% | +37.7% | +28.4% |
| 1Y | +36.4% | -13.9% | +50.3% | +39.7% |
| All | +87.7% | +17.4% | +70.2% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling