+30.9%
EMR vs VFC
+41.4%
-10.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +0.7% | +3.5% | -2.8% | -0.5% |
| 30D | +3.5% | +38.3% | -34.7% | -8.1% |
| 3M | +5.9% | +40.2% | -34.3% | -6.7% |
| 6M | +19.4% | +10.6% | +8.8% | +13.7% |
| YTD | +27.7% | +16.7% | +10.9% | +17.6% |
| 1Y | +30.9% | +45.0% | -14.1% | +12.8% |
| All | +30.9% | +41.4% | -10.5% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling