+856.1%
EEM vs VMC
+1,011.4%
-155.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | +3.1% | -0.5% | +3.6% | +3.3% |
| 30D | +4.9% | -9.1% | +14.0% | +8.9% |
| 3M | +5.2% | -4.1% | +9.4% | +6.4% |
| 6M | +20.7% | -5.5% | +26.2% | +22.5% |
| YTD | +26.5% | -8.9% | +35.4% | +29.6% |
| 1Y | +37.8% | -12.9% | +50.8% | +43.5% |
| 3Y | +91.0% | +22.1% | +68.8% | +69.0% |
| 5Y | +47.0% | +52.7% | -5.7% | +15.4% |
| 10Y | +125.6% | +152.7% | -27.2% | +26.8% |
| All | +856.1% | +1,011.4% | -155.4% | +140.8% |
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 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