+402.8%
VUG vs EMR
+277.9%
+125.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.5% | +2.5% | 0.0% | +1.4% |
| 30D | -6.3% | +3.3% | -9.6% | -7.6% |
| 3M | -6.0% | +1.7% | -7.7% | -6.8% |
| 6M | -3.5% | +21.7% | -25.2% | -12.1% |
| YTD | +3.9% | +26.8% | -22.9% | -8.2% |
| 1Y | +5.1% | +31.6% | -26.4% | -8.8% |
| 3Y | +77.9% | +102.5% | -24.7% | +24.4% |
| 5Y | +62.4% | +87.5% | -25.1% | +16.3% |
| All | +402.8% | +277.9% | +125.0% | +168.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling