+1,250.4%
VUG vs EMR
+783.3%
+467.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.3% |
| 7D | -0.1% | -1.5% | +1.4% | +0.6% |
| 30D | -0.3% | -5.6% | +5.3% | +2.3% |
| 3M | -0.7% | +7.9% | -8.6% | -4.9% |
| 6M | +14.6% | +6.0% | +8.6% | +10.1% |
| YTD | +9.0% | +16.4% | -7.4% | -0.8% |
| 1Y | +14.9% | +16.6% | -1.8% | +4.0% |
| 3Y | +86.0% | +62.9% | +23.2% | +39.6% |
| 5Y | +76.7% | +60.1% | +16.6% | +32.3% |
| 10Y | +411.3% | +268.8% | +142.5% | +131.3% |
| All | +1,250.4% | +783.3% | +467.1% | +256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling