+854.3%
EEM vs VSH
+414.6%
+439.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | +0.2% |
| 7D | +2.3% | +4.1% | -1.7% | +0.8% |
| 30D | +4.5% | -4.2% | +8.7% | +5.6% |
| 3M | -0.1% | -50.0% | +49.9% | +24.8% |
| 6M | +16.9% | +80.2% | -63.2% | -11.3% |
| YTD | +26.2% | +121.1% | -94.9% | -12.0% |
| 1Y | +40.5% | +112.0% | -71.5% | -1.6% |
| 3Y | +86.2% | +22.5% | +63.7% | +49.6% |
| 5Y | +45.5% | +64.0% | -18.6% | +0.6% |
| 10Y | +128.6% | +170.4% | -41.7% | +16.0% |
| All | +854.3% | +414.6% | +439.6% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling