+127.2%
EEMX vs VT
+220.7%
-93.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -0.7% | -0.1% | -0.6% | -0.5% |
| 30D | -9.6% | -3.1% | -6.5% | -6.8% |
| 3M | -7.3% | -3.5% | -3.8% | -4.0% |
| 6M | -9.9% | +0.5% | -10.3% | -9.5% |
| YTD | +12.3% | +10.8% | +1.5% | +3.9% |
| 1Y | +12.5% | +11.9% | +0.6% | +3.1% |
| 3Y | +73.6% | +73.0% | +0.7% | +8.9% |
| 5Y | +40.0% | +58.6% | -18.7% | -5.7% |
| All | +127.2% | +220.7% | -93.6% | -5.1% |
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