+121.1%
EEM vs VSH
+115.4%
+5.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.9% | +0.8% |
| 7D | +2.7% | +14.3% | -11.7% | -1.4% |
| 30D | -5.4% | -7.9% | +2.5% | -4.2% |
| 3M | -8.6% | -19.9% | +11.2% | -4.6% |
| 6M | -8.9% | -30.5% | +21.6% | -3.6% |
| YTD | +11.9% | +85.7% | -73.7% | -12.6% |
| 1Y | +13.1% | +98.9% | -85.9% | -13.7% |
| 3Y | +70.7% | +32.1% | +38.6% | +39.4% |
| 5Y | +31.8% | +39.7% | -7.9% | +2.4% |
| All | +121.1% | +115.4% | +5.7% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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