+65.8%
EMR vs VEU
+55.0%
+10.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.4% |
| 7D | +0.9% | +0.3% | +0.6% | +0.6% |
| 30D | -5.0% | +0.7% | -5.6% | -5.6% |
| 3M | +5.9% | +4.7% | +1.2% | +1.2% |
| 6M | +7.3% | +11.6% | -4.3% | -3.6% |
| YTD | +14.6% | +16.8% | -2.2% | -1.5% |
| 1Y | +15.6% | +24.9% | -9.2% | -6.7% |
| 3Y | +60.2% | +75.7% | -15.6% | -6.0% |
| All | +65.8% | +55.0% | +10.8% | +7.1% |
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