+471.1%
EEM vs VO
+827.2%
-356.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +2.0% |
| 7D | +2.3% | -0.3% | +2.6% | +2.6% |
| 30D | +4.5% | -0.3% | +4.9% | +4.9% |
| 3M | -0.1% | +2.9% | -3.0% | -2.9% |
| 6M | +16.9% | +9.3% | +7.6% | +6.7% |
| YTD | +26.2% | +14.2% | +12.0% | +9.9% |
| 1Y | +40.5% | +15.3% | +25.3% | +21.0% |
| 3Y | +86.2% | +56.2% | +29.9% | +12.8% |
| 5Y | +45.5% | +42.4% | +3.0% | -5.7% |
| 10Y | +128.6% | +194.7% | -66.1% | -41.1% |
| All | +471.1% | +827.2% | -356.2% | -62.2% |
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