+2,260.0%
VGT vs EME
+7,814.1%
-5,554.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.8% |
| 7D | +1.5% | +2.7% | -1.3% | +0.4% |
| 30D | +0.5% | -6.8% | +7.3% | +3.1% |
| 3M | +5.3% | -8.8% | +14.1% | +8.1% |
| 6M | +32.4% | +5.0% | +27.5% | +28.3% |
| YTD | +28.6% | +23.5% | +5.1% | +16.4% |
| 1Y | +37.6% | +21.3% | +16.3% | +24.0% |
| 3Y | +125.5% | +241.1% | -115.6% | +31.7% |
| 5Y | +135.2% | +549.2% | -414.0% | +5.5% |
| 10Y | +812.9% | +1,306.4% | -493.5% | +184.6% |
| All | +2,260.0% | +7,814.1% | -5,554.1% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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