+44.8%
EEM vs VSXY
+37.7%
+7.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.2% |
| 7D | +2.0% | -10.7% | +12.7% | +2.8% |
| 30D | +5.1% | -24.3% | +29.3% | +7.4% |
| 3M | +4.6% | +1.0% | +3.6% | +4.1% |
| 6M | +17.8% | +57.4% | -39.6% | +11.8% |
| YTD | +25.8% | +39.8% | -14.0% | +20.2% |
| 1Y | +36.4% | +196.5% | -160.1% | +21.6% |
| 3Y | +90.0% | +357.2% | -267.2% | +55.4% |
| 5Y | +46.6% | +18.9% | +27.7% | +33.3% |
| All | +44.8% | +37.7% | +7.1% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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