+4,285.9%
EMR vs VSH
+1,531.5%
+2,754.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.1% | -2.5% |
| 7D | -2.0% | +12.8% | -14.8% | -5.4% |
| 30D | +2.8% | -9.0% | +11.9% | +4.1% |
| 3M | +2.0% | -12.2% | +14.2% | +3.5% |
| 6M | +20.7% | -15.9% | +36.6% | +19.9% |
| YTD | +27.3% | +103.2% | -75.9% | 0.0% |
| 1Y | +31.0% | +108.4% | -77.4% | +2.2% |
| 3Y | +103.6% | +41.6% | +62.1% | +69.5% |
| 5Y | +88.6% | +54.6% | +34.0% | +52.1% |
| 10Y | +280.6% | +138.2% | +142.5% | +172.9% |
| All | +4,285.9% | +1,531.5% | +2,754.4% | +1,717.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling