+415.7%
EMR vs VT
+374.2%
+41.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | -1.5% | +0.4% | -2.0% | -2.0% |
| 30D | -5.6% | +1.0% | -6.6% | -6.6% |
| 3M | +7.9% | +2.4% | +5.6% | +5.4% |
| 6M | +6.0% | +12.0% | -6.0% | -5.7% |
| YTD | +16.4% | +15.3% | +1.1% | +0.6% |
| 1Y | +16.6% | +22.6% | -6.0% | -5.5% |
| 3Y | +62.9% | +74.7% | -11.8% | -8.6% |
| 5Y | +60.1% | +66.1% | -6.0% | -5.6% |
| 10Y | +268.8% | +225.0% | +43.7% | +11.6% |
| All | +415.7% | +374.2% | +41.5% | +1.8% |
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