+273.0%
EMR vs VCLT
+17.1%
+255.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | -0.4% | -1.4% | +0.9% | 0.0% |
| 30D | -6.8% | -1.2% | -5.6% | -6.4% |
| 3M | +7.5% | -4.8% | +12.2% | +9.1% |
| 6M | +9.9% | -2.6% | +12.4% | +10.9% |
| YTD | +16.0% | -3.3% | +19.3% | +17.4% |
| 1Y | +12.4% | -4.8% | +17.3% | +14.3% |
| 3Y | +60.2% | +11.5% | +48.7% | +56.1% |
| 5Y | +67.9% | -17.0% | +84.8% | +72.0% |
| All | +273.0% | +17.1% | +255.9% | +306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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