+104.6%
VGT vs EMR
+87.8%
+16.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.5% | +2.8% | -0.4% | +0.9% |
| 30D | -9.5% | +3.7% | -13.2% | -11.2% |
| 3M | -9.5% | +2.0% | -11.5% | -10.5% |
| 6M | -1.8% | +22.1% | -23.9% | -12.3% |
| YTD | +18.4% | +27.2% | -8.8% | +1.4% |
| 1Y | +18.7% | +32.0% | -13.3% | -0.6% |
| 3Y | +103.8% | +103.3% | +0.5% | +28.0% |
| All | +104.6% | +87.8% | +16.9% | +31.3% |
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