+3,912.1%
EMR vs VMC
+3,246.6%
+665.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | -1.5% | -4.3% | +2.8% | +0.3% |
| 30D | -5.6% | -8.2% | +2.6% | -2.3% |
| 3M | +7.9% | -7.0% | +15.0% | +10.9% |
| 6M | +6.0% | -10.8% | +16.8% | +10.9% |
| YTD | +16.4% | -7.4% | +23.8% | +19.7% |
| 1Y | +16.6% | -9.5% | +26.1% | +20.9% |
| 3Y | +62.9% | +20.5% | +42.4% | +49.7% |
| 5Y | +60.1% | +51.6% | +8.5% | +32.9% |
| 10Y | +268.7% | +150.0% | +118.7% | +141.7% |
| All | +3,912.1% | +3,246.6% | +665.4% | +1,039.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling