+280.0%
EMR vs VT
+217.6%
+62.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.6% |
| 7D | +0.7% | -0.1% | +0.8% | +0.9% |
| 30D | +3.5% | -3.1% | +6.6% | +7.6% |
| 3M | +5.9% | -3.5% | +9.4% | +10.8% |
| 6M | +19.4% | +0.5% | +19.0% | +19.2% |
| YTD | +27.7% | +10.8% | +16.9% | +13.9% |
| 1Y | +30.9% | +11.9% | +19.0% | +15.5% |
| 3Y | +104.2% | +73.0% | +31.2% | +8.8% |
| 5Y | +89.6% | +58.6% | +31.0% | +11.7% |
| 10Y | +280.0% | +219.2% | +60.8% | -1.0% |
| All | +280.0% | +217.6% | +62.4% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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