+128.5%
EEM vs VUG
+424.8%
-296.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +0.6% |
| 7D | -1.3% | -0.5% | -0.8% | -0.9% |
| 30D | +2.1% | -1.0% | +3.0% | +2.7% |
| 3M | +1.0% | +3.5% | -2.5% | -1.2% |
| 6M | +15.9% | +14.2% | +1.7% | +6.4% |
| YTD | +24.6% | +8.5% | +16.2% | +18.4% |
| 1Y | +32.3% | +12.9% | +19.4% | +22.3% |
| 3Y | +85.9% | +85.6% | +0.3% | +19.7% |
| 5Y | +45.4% | +78.1% | -32.8% | -5.3% |
| All | +128.5% | +424.8% | -296.2% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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