+128.5%
EEM vs VYM
+209.2%
-80.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.7% |
| 7D | -1.3% | -0.8% | -0.5% | -0.6% |
| 30D | +2.1% | -2.2% | +4.3% | +4.0% |
| 3M | +1.0% | +3.1% | -2.0% | -1.5% |
| 6M | +15.9% | +9.7% | +6.2% | +7.5% |
| YTD | +24.6% | +14.9% | +9.8% | +11.4% |
| 1Y | +32.3% | +17.6% | +14.7% | +16.0% |
| 3Y | +85.9% | +65.3% | +20.6% | +22.1% |
| 5Y | +45.4% | +78.7% | -33.4% | -11.1% |
| All | +128.5% | +209.2% | -80.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling