+128.5%
EEM vs VGT
+820.0%
-691.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.5% |
| 7D | -1.3% | -0.2% | -1.1% | -1.1% |
| 30D | +2.1% | -0.4% | +2.5% | +2.3% |
| 3M | +1.0% | +4.4% | -3.4% | -1.5% |
| 6M | +15.9% | +32.1% | -16.1% | -1.4% |
| YTD | +24.6% | +28.8% | -4.1% | +7.5% |
| 1Y | +32.3% | +35.3% | -3.1% | +10.7% |
| 3Y | +85.9% | +124.8% | -38.8% | +11.8% |
| 5Y | +45.4% | +137.9% | -92.6% | -17.9% |
| All | +128.5% | +820.0% | -691.5% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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