+518.0%
EMR vs VCLT
+98.6%
+419.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +2.8% | -2.3% | +5.1% | +3.0% |
| 30D | +3.7% | +0.8% | +2.9% | +3.6% |
| 3M | +2.0% | -2.7% | +4.7% | +2.2% |
| 6M | +22.1% | -4.3% | +26.4% | +22.5% |
| YTD | +27.2% | -4.3% | +31.6% | +27.6% |
| 1Y | +32.0% | -4.4% | +36.4% | +32.4% |
| 3Y | +103.3% | +13.8% | +89.5% | +104.0% |
| 5Y | +88.2% | -17.0% | +105.2% | +81.8% |
| 10Y | +280.4% | +20.9% | +259.5% | +329.3% |
| All | +518.0% | +98.6% | +419.4% | +953.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling