+3,912.1%
EMR vs VFC
+845.1%
+3,066.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.0% |
| 7D | -1.5% | -1.6% | +0.1% | -1.0% |
| 30D | -5.6% | -11.6% | +6.0% | -1.7% |
| 3M | +7.9% | -18.1% | +26.0% | +14.2% |
| 6M | +6.0% | -27.4% | +33.4% | +16.3% |
| YTD | +16.4% | -24.8% | +41.3% | +26.1% |
| 1Y | +16.6% | -8.2% | +24.8% | +16.4% |
| 3Y | +62.9% | -29.1% | +92.0% | +51.5% |
| 5Y | +60.1% | -79.2% | +139.3% | +128.6% |
| 10Y | +268.7% | -68.1% | +336.9% | +332.8% |
| All | +3,912.1% | +845.1% | +3,066.9% | +1,731.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling