+471.1%
EEM vs VUG
+1,251.8%
-780.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.3% |
| 7D | +2.3% | -0.1% | +2.4% | +2.4% |
| 30D | +4.5% | -0.3% | +4.8% | +4.8% |
| 3M | -0.1% | -0.7% | +0.6% | +0.8% |
| 6M | +16.9% | +14.6% | +2.3% | +1.6% |
| YTD | +26.2% | +9.0% | +17.2% | +15.4% |
| 1Y | +40.5% | +14.9% | +25.6% | +21.3% |
| 3Y | +86.2% | +86.0% | +0.1% | -9.6% |
| 5Y | +45.5% | +76.7% | -31.2% | -30.1% |
| 10Y | +128.6% | +411.3% | -282.7% | -75.9% |
| All | +471.1% | +1,251.8% | -780.7% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling