+280.3%
EMR vs VFC
-50.3%
+330.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.8% |
| 7D | +2.7% | -1.4% | +4.1% | +3.1% |
| 30D | +2.1% | +24.6% | -22.6% | -4.5% |
| 3M | +2.3% | +38.4% | -36.2% | -7.4% |
| 6M | +22.5% | +15.3% | +7.2% | +15.9% |
| YTD | +27.2% | +12.7% | +14.4% | +20.8% |
| 1Y | +28.0% | +32.7% | -4.7% | +15.7% |
| 3Y | +103.4% | +43.7% | +59.7% | +54.5% |
| 5Y | +88.2% | -69.2% | +157.3% | +174.5% |
| All | +280.3% | -50.3% | +330.5% | +372.0% |
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