+1,190.7%
VUG vs EMR
+879.9%
+310.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.4% | -1.6% | +0.6% |
| 7D | +0.5% | +2.1% | -1.6% | -0.5% |
| 30D | -8.2% | +4.8% | -12.9% | -10.2% |
| 3M | -5.4% | +7.5% | -12.9% | -8.9% |
| 6M | -2.5% | +20.9% | -23.4% | -11.8% |
| YTD | +4.2% | +29.2% | -25.0% | -9.9% |
| 1Y | +5.0% | +33.0% | -27.9% | -10.6% |
| 3Y | +81.7% | +109.8% | -28.0% | +20.6% |
| 5Y | +62.5% | +91.9% | -29.4% | +11.6% |
| 10Y | +396.3% | +301.5% | +94.8% | +115.9% |
| All | +1,190.7% | +879.9% | +310.8% | +223.9% |
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