+67.8%
EMR vs VCLT
-15.4%
+83.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.1% | +0.3% | +2.8% | +2.9% |
| 30D | -3.5% | -0.6% | -3.0% | -3.3% |
| 3M | +9.8% | -2.2% | +12.0% | +10.9% |
| 6M | +10.8% | -2.9% | +13.7% | +12.3% |
| YTD | +15.9% | -2.1% | +18.0% | +17.2% |
| 1Y | +16.4% | -2.6% | +19.0% | +17.9% |
| 3Y | +62.1% | +12.5% | +49.6% | +56.2% |
| All | +67.8% | -15.4% | +83.2% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling