+59.4%
VEA vs EMR
+62.1%
-2.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | -2.1% | -1.2% | -0.8% | -1.6% |
| 30D | -1.1% | -9.4% | +8.4% | +2.6% |
| 3M | +5.1% | +8.6% | -3.5% | +1.6% |
| 6M | +9.8% | +6.7% | +3.1% | +6.5% |
| YTD | +15.9% | +13.1% | +2.9% | +9.5% |
| 1Y | +24.6% | +12.7% | +11.8% | +17.4% |
| 3Y | +75.5% | +58.1% | +17.5% | +40.4% |
| 5Y | +59.4% | +63.6% | -4.3% | +20.7% |
| All | +59.4% | +62.1% | -2.7% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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