+408.2%
EEM vs VO
+825.5%
-417.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.5% |
| 7D | +5.3% | +2.9% | +2.4% | +2.1% |
| 30D | -7.0% | +1.0% | -8.0% | -7.9% |
| 3M | -8.0% | -1.7% | -6.3% | -6.2% |
| 6M | -6.6% | +6.7% | -13.3% | -12.6% |
| YTD | +12.3% | +14.0% | -1.6% | -1.9% |
| 1Y | +12.2% | +13.7% | -1.5% | -1.9% |
| 3Y | +71.2% | +65.8% | +5.4% | -2.6% |
| 5Y | +32.2% | +36.6% | -4.4% | -9.8% |
| 10Y | +120.3% | +198.9% | -78.6% | -44.2% |
| All | +408.2% | +825.5% | -417.3% | -66.2% |
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