+173.7%
VEA vs EMR
+429.1%
-255.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.5% |
| 7D | +1.0% | -1.5% | +2.5% | +1.7% |
| 30D | +1.9% | -5.6% | +7.6% | +4.8% |
| 3M | +3.2% | +7.9% | -4.7% | -1.3% |
| 6M | +10.2% | +6.0% | +4.2% | +5.9% |
| YTD | +18.9% | +16.4% | +2.4% | +8.0% |
| 1Y | +29.3% | +16.6% | +12.7% | +16.7% |
| 3Y | +76.8% | +62.9% | +13.9% | +28.1% |
| 5Y | +61.2% | +60.1% | +1.1% | +15.5% |
| 10Y | +163.3% | +268.8% | -105.5% | +4.4% |
| All | +173.7% | +429.1% | -255.4% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling