+125.7%
EEM vs VSH
+179.3%
-53.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.9% |
| 7D | -0.7% | +3.1% | -3.8% | -1.6% |
| 30D | +2.4% | -5.7% | +8.1% | +3.9% |
| 3M | +4.2% | -42.5% | +46.6% | +19.5% |
| 6M | +14.8% | +82.7% | -67.9% | -7.7% |
| YTD | +23.1% | +118.2% | -95.1% | -6.6% |
| 1Y | +32.5% | +109.7% | -77.1% | +0.9% |
| 3Y | +85.9% | +35.3% | +50.6% | +54.5% |
| 5Y | +43.6% | +65.6% | -22.0% | +7.8% |
| All | +125.7% | +179.3% | -53.6% | +26.9% |
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