+475.2%
EMR vs VT
+363.9%
+111.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +0.6% |
| 7D | +1.6% | -0.3% | +1.9% | +2.0% |
| 30D | +5.0% | -1.4% | +6.4% | +6.7% |
| 3M | +7.7% | -1.4% | +9.1% | +9.4% |
| 6M | +26.8% | +5.5% | +21.3% | +20.2% |
| YTD | +29.9% | +12.8% | +17.0% | +15.0% |
| 1Y | +25.7% | +15.4% | +10.3% | +8.7% |
| 3Y | +95.4% | +76.9% | +18.5% | +8.4% |
| 5Y | +93.7% | +60.4% | +33.3% | +18.6% |
| 10Y | +340.4% | +232.8% | +107.6% | +30.4% |
| All | +475.2% | +363.9% | +111.3% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling