+406.4%
EEM vs VO
+825.6%
-419.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.7% | +3.1% | -0.4% | -0.7% |
| 30D | -5.4% | +2.2% | -7.6% | -7.5% |
| 3M | -8.6% | -2.5% | -6.1% | -6.0% |
| 6M | -8.9% | +7.0% | -15.8% | -14.9% |
| YTD | +11.9% | +14.0% | -2.1% | -2.2% |
| 1Y | +13.1% | +15.6% | -2.6% | -2.9% |
| 3Y | +70.7% | +66.2% | +4.5% | -3.2% |
| 5Y | +31.8% | +36.6% | -4.9% | -10.1% |
| 10Y | +119.5% | +199.0% | -79.4% | -44.4% |
| All | +406.4% | +825.6% | -419.2% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling