+76.3%
VUG vs EMR
+62.8%
+13.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | +0.9% | +3.1% | -2.2% | -0.5% |
| 30D | -1.4% | -3.5% | +2.1% | +0.1% |
| 3M | +2.3% | +9.8% | -7.4% | -2.6% |
| 6M | +15.7% | +10.8% | +4.9% | +8.9% |
| YTD | +8.6% | +15.9% | -7.3% | -1.1% |
| 1Y | +14.1% | +16.4% | -2.4% | +3.1% |
| 3Y | +87.9% | +62.1% | +25.8% | +38.5% |
| 5Y | +76.3% | +62.9% | +13.4% | +24.4% |
| All | +76.3% | +62.8% | +13.6% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling