+90.3%
EEM vs VT
+345.0%
-254.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -1.0% |
| 7D | -7.4% | -4.2% | -3.3% | -2.6% |
| 30D | -15.0% | -5.8% | -9.2% | -8.7% |
| 3M | -11.7% | -5.2% | -6.4% | -5.7% |
| 6M | -10.8% | +0.1% | -10.9% | -10.1% |
| YTD | +6.7% | +8.2% | -1.6% | -1.5% |
| 1Y | +7.4% | +10.1% | -2.7% | -2.8% |
| 3Y | +62.1% | +69.7% | -7.6% | -12.2% |
| 5Y | +28.2% | +53.4% | -25.2% | -22.8% |
| 10Y | +101.2% | +219.2% | -118.1% | -51.6% |
| All | +90.3% | +345.0% | -254.6% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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