+165.8%
VXUS vs EME
+2,280.9%
-2,115.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.1% | +8.4% | -6.2% | -0.5% |
| 30D | -1.1% | -11.5% | +10.4% | +2.3% |
| 3M | -5.6% | -20.6% | +15.0% | +0.7% |
| 6M | -2.3% | -28.5% | +26.2% | +7.0% |
| YTD | +10.4% | +8.0% | +2.3% | +4.7% |
| 1Y | +13.1% | +6.8% | +6.3% | +7.5% |
| 3Y | +68.0% | +213.9% | -145.9% | +1.4% |
| 5Y | +45.8% | +414.8% | -369.0% | -29.0% |
| 10Y | +144.7% | +916.9% | -772.3% | -16.7% |
| All | +165.8% | +2,280.9% | -2,115.2% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling