+4,283.7%
EMR vs VMC
+3,457.0%
+826.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +2.8% | -1.3% | +4.1% | +3.4% |
| 30D | +3.7% | +15.5% | -11.8% | -2.4% |
| 3M | +2.0% | +0.6% | +1.4% | +1.6% |
| 6M | +22.1% | +2.1% | +20.0% | +20.5% |
| YTD | +27.2% | -1.6% | +28.8% | +27.3% |
| 1Y | +32.0% | -1.2% | +33.2% | +31.9% |
| 3Y | +103.3% | +35.3% | +67.9% | +78.3% |
| 5Y | +88.2% | +43.6% | +44.6% | +59.3% |
| 10Y | +280.4% | +126.7% | +153.7% | +157.8% |
| All | +4,283.7% | +3,457.0% | +826.6% | +1,112.3% |
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