+129.2%
EEMX vs VT
+222.4%
-93.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.0% |
| 7D | +5.6% | +2.9% | +2.7% | +2.8% |
| 30D | -7.1% | -2.5% | -4.6% | -4.8% |
| 3M | -8.2% | -3.3% | -4.9% | -5.1% |
| 6M | -6.2% | +1.5% | -7.7% | -6.7% |
| YTD | +13.3% | +11.4% | +2.0% | +4.3% |
| 1Y | +13.5% | +11.9% | +1.6% | +4.0% |
| 3Y | +75.2% | +73.9% | +1.3% | +9.4% |
| 5Y | +38.6% | +57.9% | -19.3% | -6.2% |
| All | +129.2% | +222.4% | -93.2% | -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