+860.2%
EMR vs VO
+833.6%
+26.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -1.6% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | +2.8% | +2.0% | +0.8% | +0.8% |
| 3M | +2.0% | -0.3% | +2.3% | +2.5% |
| 6M | +20.7% | +7.3% | +13.4% | +12.7% |
| YTD | +27.3% | +15.0% | +12.3% | +11.4% |
| 1Y | +31.0% | +14.7% | +16.3% | +15.1% |
| 3Y | +103.6% | +67.3% | +36.3% | +23.0% |
| 5Y | +88.6% | +38.8% | +49.7% | +36.2% |
| 10Y | +280.6% | +201.6% | +79.1% | +27.0% |
| All | +860.2% | +833.6% | +26.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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