+103.3%
EMR vs VCLT
+14.4%
+88.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.3% |
| 7D | +2.8% | -2.3% | +5.1% | +4.4% |
| 30D | +3.7% | +0.8% | +2.9% | +3.1% |
| 3M | +2.0% | -2.7% | +4.7% | +3.8% |
| 6M | +22.1% | -4.3% | +26.4% | +25.8% |
| YTD | +27.2% | -4.3% | +31.6% | +31.3% |
| 1Y | +32.0% | -4.4% | +36.4% | +36.3% |
| 3Y | +103.3% | +13.8% | +89.5% | +93.9% |
| All | +103.3% | +14.4% | +88.9% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling