+190.6%
EEM vs VYM
+487.3%
-296.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | +2.0% | -1.0% | +3.0% | +3.2% |
| 30D | +5.1% | -2.0% | +7.1% | +7.6% |
| 3M | +4.6% | +3.1% | +1.5% | +0.9% |
| 6M | +17.8% | +8.9% | +8.9% | +6.7% |
| YTD | +25.8% | +14.7% | +11.1% | +7.2% |
| 1Y | +36.4% | +19.4% | +17.0% | +10.7% |
| 3Y | +90.0% | +65.4% | +24.6% | +2.6% |
| 5Y | +46.6% | +77.6% | -31.0% | -29.0% |
| 10Y | +132.3% | +207.8% | -75.5% | -49.4% |
| All | +190.6% | +487.3% | -296.7% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling