+513.4%
EMR vs VIG
+623.5%
-110.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.3% |
| 7D | -1.5% | -0.4% | -1.1% | -0.9% |
| 30D | -5.6% | -1.0% | -4.7% | -4.4% |
| 3M | +7.9% | +2.8% | +5.2% | +4.4% |
| 6M | +6.0% | +8.2% | -2.2% | -3.7% |
| YTD | +16.4% | +11.0% | +5.4% | +2.7% |
| 1Y | +16.6% | +16.1% | +0.5% | -2.8% |
| 3Y | +62.9% | +56.2% | +6.7% | -6.1% |
| 5Y | +60.1% | +63.0% | -2.9% | -12.8% |
| 10Y | +268.7% | +241.4% | +27.3% | -21.7% |
| All | +513.4% | +623.5% | -110.1% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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