+280.0%
EMR vs VFC
-46.8%
+326.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.7% | +3.5% | -2.8% | -0.3% |
| 30D | +3.5% | +38.3% | -34.7% | -6.1% |
| 3M | +5.9% | +40.2% | -34.3% | -4.4% |
| 6M | +19.4% | +10.6% | +8.8% | +14.4% |
| YTD | +27.7% | +16.7% | +10.9% | +20.1% |
| 1Y | +30.9% | +45.0% | -14.1% | +15.3% |
| 3Y | +104.2% | +48.8% | +55.4% | +53.5% |
| 5Y | +89.6% | -67.6% | +157.2% | +171.5% |
| 10Y | +280.0% | -47.5% | +327.6% | +366.3% |
| All | +280.0% | -46.8% | +326.8% | +366.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling