+402.8%
VUG vs EME
+905.2%
-502.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +2.5% | +8.4% | -5.9% | -0.2% |
| 30D | -6.3% | -11.5% | +5.2% | -2.8% |
| 3M | -6.0% | -20.6% | +14.6% | +0.6% |
| 6M | -3.5% | -28.5% | +24.9% | +6.0% |
| YTD | +3.9% | +8.0% | -4.1% | -1.8% |
| 1Y | +5.1% | +6.8% | -1.7% | -0.4% |
| 3Y | +77.9% | +213.9% | -136.0% | +8.8% |
| 5Y | +62.4% | +414.8% | -352.4% | -18.8% |
| All | +402.8% | +905.2% | -502.3% | +90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling