+465.6%
EMR vs VCLT
+103.4%
+362.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -5.6% | -0.9% | -4.8% | -5.6% |
| 3M | +7.9% | -3.2% | +11.2% | +8.2% |
| 6M | +6.0% | -3.8% | +9.8% | +6.2% |
| YTD | +16.4% | -2.0% | +18.5% | +16.6% |
| 1Y | +16.6% | -0.8% | +17.4% | +16.8% |
| 3Y | +62.9% | +12.3% | +50.6% | +63.0% |
| 5Y | +60.1% | -15.4% | +75.5% | +54.3% |
| 10Y | +268.8% | +15.7% | +253.0% | +299.4% |
| All | +465.6% | +103.4% | +362.2% | +863.2% |
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