+90.2%
EMR vs VSXY
+106.2%
-15.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.2% |
| 7D | +2.8% | -1.7% | +4.6% | +3.1% |
| 30D | +3.7% | +20.1% | -16.5% | +0.9% |
| 3M | +2.0% | +16.6% | -14.6% | -0.6% |
| 6M | +22.1% | +134.9% | -112.8% | +4.7% |
| YTD | +27.2% | +96.0% | -68.8% | +11.7% |
| 1Y | +32.0% | +203.8% | -171.8% | +7.7% |
| 3Y | +103.3% | +465.3% | -362.1% | +41.1% |
| All | +90.2% | +106.2% | -15.9% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling