+128.5%
EEM vs VO
+200.3%
-71.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.6% |
| 7D | -1.3% | -1.5% | +0.3% | 0.0% |
| 30D | +2.1% | -3.0% | +5.1% | +4.6% |
| 3M | +1.0% | +2.8% | -1.8% | -1.1% |
| 6M | +15.9% | +10.9% | +5.0% | +7.3% |
| YTD | +24.6% | +12.5% | +12.2% | +14.2% |
| 1Y | +32.3% | +12.0% | +20.3% | +21.6% |
| 3Y | +85.9% | +56.3% | +29.6% | +30.4% |
| 5Y | +45.4% | +42.9% | +2.4% | +8.1% |
| All | +128.5% | +200.3% | -71.7% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling