+4,350.5%
EMR vs VFC
+1,377.5%
+2,973.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +3.6% |
| 7D | +2.1% | +7.7% | -5.5% | -0.3% |
| 30D | +4.8% | +39.2% | -34.4% | -6.4% |
| 3M | +7.5% | +40.3% | -32.8% | -4.3% |
| 6M | +20.9% | +11.4% | +9.5% | +14.9% |
| YTD | +29.2% | +17.5% | +11.6% | +20.2% |
| 1Y | +33.0% | +45.9% | -12.9% | +14.8% |
| 3Y | +109.8% | +47.3% | +62.4% | +54.4% |
| 5Y | +91.9% | -67.2% | +159.1% | +136.0% |
| 10Y | +301.5% | -46.1% | +347.6% | +294.0% |
| All | +4,350.5% | +1,377.5% | +2,973.0% | +1,645.7% |
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