+65.5%
VZ vs EEM
+109.1%
-43.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.4% |
| 7D | +2.2% | -0.1% | +2.4% | +2.2% |
| 30D | +10.6% | -8.6% | +19.2% | +12.0% |
| 3M | -0.6% | -7.0% | +6.4% | +0.3% |
| 6M | +0.7% | -9.7% | +10.4% | +1.7% |
| YTD | +20.6% | +12.1% | +8.5% | +15.9% |
| 1Y | +22.7% | +14.1% | +8.7% | +17.4% |
| 3Y | +57.2% | +72.1% | -14.9% | +35.3% |
| 5Y | +21.4% | +34.1% | -12.7% | +10.4% |
| 10Y | +65.5% | +109.6% | -44.1% | +28.0% |
| All | +65.5% | +109.1% | -43.6% | +28.0% |
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