+63.6%
EMR vs VSXY
+15.5%
+48.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.9% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | -9.4% | -22.1% | +12.6% | -6.4% |
| 3M | +8.6% | -1.1% | +9.7% | +8.0% |
| 6M | +6.7% | +53.8% | -47.1% | -2.5% |
| YTD | +13.1% | +35.5% | -22.4% | +4.9% |
| 1Y | +12.7% | +186.0% | -173.3% | -7.3% |
| 3Y | +58.1% | +343.2% | -285.1% | +13.6% |
| 5Y | +63.6% | +19.0% | +44.6% | +43.7% |
| All | +63.6% | +15.5% | +48.1% | +43.7% |
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