+2,267.4%
VGT vs EMR
+783.3%
+1,484.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.6% |
| 7D | +1.0% | -1.5% | +2.5% | +1.8% |
| 30D | +1.3% | -5.6% | +6.9% | +4.2% |
| 3M | -1.1% | +7.9% | -9.1% | -5.4% |
| 6M | +32.6% | +6.0% | +26.6% | +27.4% |
| YTD | +29.0% | +16.4% | +12.5% | +17.0% |
| 1Y | +39.7% | +16.6% | +23.1% | +26.2% |
| 3Y | +120.9% | +62.9% | +58.1% | +64.2% |
| 5Y | +133.6% | +60.1% | +73.5% | +73.4% |
| 10Y | +792.6% | +268.7% | +523.8% | +292.9% |
| All | +2,267.4% | +783.3% | +1,484.0% | +478.2% |
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