+62.1%
EMR vs VMC
+22.8%
+39.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.5% |
| 7D | +3.1% | -0.5% | +3.6% | +3.4% |
| 30D | -3.5% | -9.1% | +5.6% | +1.8% |
| 3M | +9.8% | -4.1% | +13.9% | +11.9% |
| 6M | +10.8% | -5.5% | +16.3% | +14.0% |
| YTD | +15.9% | -8.9% | +24.9% | +20.8% |
| 1Y | +16.4% | -12.9% | +29.4% | +24.4% |
| 3Y | +62.1% | +22.1% | +40.0% | +43.0% |
| All | +62.1% | +22.8% | +39.3% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling