+749.3%
EEM vs VMC
+1,107.8%
-358.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | +5.3% | -1.7% | +7.0% | +6.0% |
| 30D | -7.0% | +15.3% | -22.3% | -12.5% |
| 3M | -8.0% | +0.3% | -8.3% | -8.5% |
| 6M | -6.6% | +0.9% | -7.5% | -7.9% |
| YTD | +12.3% | -1.0% | +13.4% | +10.9% |
| 1Y | +12.2% | -4.3% | +16.5% | +12.2% |
| 3Y | +71.2% | +35.3% | +35.9% | +45.1% |
| 5Y | +32.2% | +44.4% | -12.2% | +6.5% |
| 10Y | +120.3% | +128.0% | -7.7% | +31.4% |
| All | +749.3% | +1,107.8% | -358.6% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling