+1,250.4%
VUG vs EME
+7,812.7%
-6,562.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | -0.1% | +1.9% | -2.0% | -0.8% |
| 30D | -0.3% | -8.3% | +8.0% | +2.5% |
| 3M | -0.7% | -10.7% | +10.1% | +2.1% |
| 6M | +14.6% | +1.9% | +12.7% | +11.9% |
| YTD | +9.0% | +23.5% | -14.4% | -1.1% |
| 1Y | +14.9% | +18.0% | -3.1% | +4.6% |
| 3Y | +86.0% | +236.1% | -150.1% | +11.9% |
| 5Y | +76.7% | +527.9% | -451.2% | -16.5% |
| 10Y | +411.3% | +1,252.8% | -841.5% | +70.9% |
| All | +1,250.4% | +7,812.7% | -6,562.3% | +124.5% |
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