+451.8%
EEM vs VNQ
+386.3%
+65.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +0.8% |
| 7D | -1.3% | -1.3% | 0.0% | -0.5% |
| 30D | +2.1% | -2.6% | +4.7% | +3.7% |
| 3M | +1.0% | -2.0% | +3.0% | +1.8% |
| 6M | +15.9% | +4.3% | +11.6% | +12.3% |
| YTD | +24.6% | +9.2% | +15.4% | +17.2% |
| 1Y | +32.3% | +5.6% | +26.7% | +26.9% |
| 3Y | +85.9% | +30.8% | +55.1% | +53.4% |
| 5Y | +45.4% | +8.0% | +37.4% | +33.0% |
| 10Y | +130.1% | +63.7% | +66.4% | +54.2% |
| All | +451.8% | +386.3% | +65.5% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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