+87.7%
EEM vs VSH
+35.1%
+52.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +2.0% | +3.5% | -1.5% | +1.2% |
| 30D | +5.1% | -4.4% | +9.5% | +5.9% |
| 3M | +4.6% | -45.8% | +50.4% | +17.5% |
| 6M | +17.8% | +90.1% | -72.4% | +1.4% |
| YTD | +25.8% | +120.3% | -94.5% | +5.1% |
| 1Y | +36.4% | +112.2% | -75.8% | +14.3% |
| All | +87.7% | +35.1% | +52.6% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling