+277.4%
EMR vs VSH
+172.7%
+104.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | +0.9% | +3.5% | -2.6% | -0.4% |
| 30D | -5.0% | -4.4% | -0.6% | -3.7% |
| 3M | +5.9% | -45.8% | +51.7% | +29.6% |
| 6M | +7.3% | +90.1% | -82.8% | -25.3% |
| YTD | +14.6% | +120.3% | -105.8% | -26.0% |
| 1Y | +15.6% | +112.2% | -96.6% | -24.8% |
| 3Y | +60.2% | +36.6% | +23.6% | +19.5% |
| 5Y | +65.8% | +67.0% | -1.2% | +8.4% |
| 10Y | +277.4% | +179.5% | +97.9% | +80.0% |
| All | +277.4% | +172.7% | +104.7% | +80.0% |
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