+112.0%
EEMO vs VT
+222.7%
-110.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.1% |
| 7D | +5.3% | -0.1% | +5.4% | +5.4% |
| 30D | +12.0% | -0.7% | +12.7% | +12.8% |
| 3M | +5.0% | +4.0% | +1.0% | +1.9% |
| 6M | +31.4% | +12.3% | +19.1% | +19.9% |
| YTD | +33.5% | +14.0% | +19.5% | +20.3% |
| 1Y | +33.2% | +20.3% | +12.9% | +14.2% |
| 3Y | +73.0% | +75.4% | -2.4% | +4.8% |
| 5Y | +42.8% | +66.0% | -23.2% | -9.6% |
| 10Y | +112.0% | +228.2% | -116.2% | -12.0% |
| All | +112.0% | +222.7% | -110.6% | -12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling