+12.7%
EMR vs VCLT
-3.8%
+16.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | +0.3% |
| 7D | -1.2% | -1.3% | +0.1% | +0.6% |
| 30D | -9.4% | -1.1% | -8.3% | -8.0% |
| 3M | +8.6% | -3.7% | +12.3% | +14.6% |
| 6M | +6.7% | -4.0% | +10.7% | +12.9% |
| YTD | +13.1% | -3.4% | +16.4% | +19.1% |
| 1Y | +12.7% | -4.1% | +16.9% | +18.4% |
| All | +12.7% | -3.8% | +16.6% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling