+4,298.5%
EMR vs VMC
+3,567.9%
+730.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.9% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | +3.5% | +17.7% | -14.2% | -3.2% |
| 3M | +5.9% | +1.1% | +4.9% | +5.2% |
| 6M | +19.4% | +1.8% | +17.6% | +18.0% |
| YTD | +27.7% | +1.5% | +26.2% | +26.2% |
| 1Y | +30.9% | -1.1% | +32.1% | +30.8% |
| 3Y | +104.2% | +38.8% | +65.4% | +77.3% |
| 5Y | +89.6% | +49.6% | +40.1% | +57.9% |
| 10Y | +280.0% | +130.6% | +149.4% | +155.6% |
| All | +4,298.5% | +3,567.9% | +730.6% | +1,101.4% |
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