+407.5%
VUG vs EMR
+279.1%
+128.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +4.4% | +2.7% | +1.7% | +3.2% |
| 30D | -7.3% | +2.1% | -9.4% | -8.2% |
| 3M | -4.2% | +2.3% | -6.5% | -5.3% |
| 6M | -1.6% | +22.5% | -24.1% | -10.5% |
| YTD | +4.9% | +27.2% | -22.3% | -7.4% |
| 1Y | +3.8% | +28.0% | -24.2% | -8.8% |
| 3Y | +79.4% | +103.4% | -24.0% | +25.2% |
| 5Y | +63.9% | +88.2% | -24.2% | +17.2% |
| All | +407.5% | +279.1% | +128.4% | +170.2% |
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 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