+45.0%
EEM vs VGT
+136.3%
-91.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +2.1% | -0.4% | +2.5% | +2.3% |
| 3M | +1.0% | +4.4% | -3.4% | -1.1% |
| 6M | +15.9% | +32.1% | -16.1% | +1.3% |
| YTD | +24.6% | +28.8% | -4.1% | +10.2% |
| 1Y | +32.3% | +35.3% | -3.1% | +14.2% |
| 3Y | +85.9% | +124.8% | -38.8% | +23.8% |
| All | +45.0% | +136.3% | -91.3% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling