+484.0%
V vs EEM
+121.0%
+363.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +0.9% | +2.7% | -1.8% | -0.7% |
| 30D | +9.0% | -5.4% | +14.4% | +12.3% |
| 3M | +16.7% | -8.6% | +25.4% | +22.3% |
| 6M | +33.4% | -8.9% | +42.3% | +37.5% |
| YTD | +22.4% | +11.9% | +10.4% | +7.9% |
| 1Y | +27.7% | +13.1% | +14.6% | +11.8% |
| 3Y | +78.0% | +70.7% | +7.3% | +12.3% |
| 5Y | +108.5% | +31.8% | +76.7% | +60.1% |
| All | +484.0% | +121.0% | +363.0% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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