+90.2%
EMR vs VEU
+47.6%
+42.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +2.8% | +2.1% | +0.8% | +0.7% |
| 30D | +3.7% | -0.9% | +4.6% | +4.8% |
| 3M | +2.0% | -5.4% | +7.4% | +8.1% |
| 6M | +22.1% | -1.8% | +23.9% | +24.6% |
| YTD | +27.2% | +10.9% | +16.3% | +15.4% |
| 1Y | +32.0% | +13.6% | +18.5% | +17.1% |
| 3Y | +103.3% | +69.3% | +34.0% | +23.9% |
| All | +90.2% | +47.6% | +42.7% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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