+113.0%
VWO vs EME
+1,362.1%
-1,249.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | -0.4% |
| 7D | -1.8% | +3.5% | -5.3% | -2.6% |
| 30D | -0.1% | -6.3% | +6.2% | +1.4% |
| 3M | +2.2% | -3.8% | +6.0% | +2.5% |
| 6M | +8.8% | +8.5% | +0.2% | +5.5% |
| YTD | +12.4% | +27.8% | -15.4% | +4.4% |
| 1Y | +15.6% | +22.2% | -6.6% | +7.5% |
| 3Y | +62.5% | +253.5% | -190.9% | +8.6% |
| 5Y | +34.3% | +578.6% | -544.4% | -27.8% |
| All | +113.0% | +1,362.1% | -1,249.1% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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