+14.5%
EEMO vs VT
+346.2%
-331.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -5.1% | -0.1% | -5.0% | -4.6% |
| 30D | -20.5% | -3.1% | -17.5% | -17.9% |
| 3M | -13.0% | -3.5% | -9.5% | -9.5% |
| 6M | -21.0% | +0.5% | -21.5% | -19.8% |
| YTD | +3.8% | +10.8% | -7.0% | -2.4% |
| 1Y | +2.2% | +11.9% | -9.7% | -4.7% |
| 3Y | +38.6% | +73.0% | -34.4% | -9.6% |
| 5Y | +15.7% | +58.6% | -42.9% | -19.6% |
| 10Y | +75.2% | +219.2% | -144.0% | -25.4% |
| All | +14.5% | +346.2% | -331.7% | -60.3% |
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