+280.3%
EMR vs VSH
+124.9%
+155.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +1.6% |
| 7D | +2.7% | +26.2% | -23.6% | -6.3% |
| 30D | +2.1% | -12.5% | +14.6% | +5.3% |
| 3M | +2.3% | -16.9% | +19.2% | +6.4% |
| 6M | +22.5% | -17.0% | +39.5% | +19.0% |
| YTD | +27.2% | +93.8% | -66.6% | -16.0% |
| 1Y | +28.0% | +99.3% | -71.3% | -16.7% |
| 3Y | +103.4% | +35.0% | +68.4% | +47.0% |
| 5Y | +88.2% | +45.8% | +42.3% | +26.4% |
| All | +280.3% | +124.9% | +155.4% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling