+87.7%
EEM vs VUG
+85.5%
+2.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +5.1% | -1.7% | +6.8% | +6.2% |
| 3M | +4.6% | +2.8% | +1.8% | +2.9% |
| 6M | +17.8% | +13.6% | +4.2% | +9.6% |
| YTD | +25.8% | +8.1% | +17.7% | +20.2% |
| 1Y | +36.4% | +13.1% | +23.3% | +27.2% |
| All | +87.7% | +85.5% | +2.2% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling