+45.0%
EEM vs VWO
+34.0%
+10.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.5% |
| 7D | -1.3% | -1.8% | +0.5% | +0.7% |
| 30D | +2.1% | -0.1% | +2.2% | +2.2% |
| 3M | +1.0% | +2.2% | -1.2% | -1.0% |
| 6M | +15.9% | +8.8% | +7.2% | +6.8% |
| YTD | +24.6% | +12.4% | +12.3% | +11.2% |
| 1Y | +32.3% | +15.6% | +16.7% | +14.6% |
| 3Y | +85.9% | +62.5% | +23.4% | +12.8% |
| All | +45.0% | +34.0% | +10.9% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 5y: compounded portfolio wealth divided by compounded VWO 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…
5y analysis · Full analysis span regression · 6 months rolling