+129.2%
EEMX vs VT
+222.3%
-93.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +0.7% |
| 7D | +0.2% | +0.4% | -0.2% | -0.1% |
| 30D | -8.7% | -2.6% | -6.2% | -6.4% |
| 3M | -7.4% | -3.2% | -4.1% | -4.3% |
| 6M | -9.1% | +0.9% | -10.0% | -9.1% |
| YTD | +13.3% | +11.3% | +2.0% | +4.4% |
| 1Y | +15.6% | +14.0% | +1.6% | +4.3% |
| 3Y | +76.7% | +75.8% | +0.8% | +9.2% |
| 5Y | +40.7% | +57.8% | -17.1% | -4.8% |
| All | +129.2% | +222.3% | -93.1% | -4.7% |
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