+1,160.4%
EMR vs VTR
+1,492.6%
-332.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +3.1% | -2.4% | +5.5% | +3.7% |
| 30D | -3.5% | -3.7% | +0.2% | -2.8% |
| 3M | +9.8% | +13.5% | -3.8% | +5.9% |
| 6M | +10.8% | +7.2% | +3.6% | +8.2% |
| YTD | +15.9% | +17.6% | -1.6% | +10.6% |
| 1Y | +16.4% | +35.4% | -19.0% | +7.1% |
| 3Y | +62.1% | +132.8% | -70.7% | +28.8% |
| 5Y | +62.9% | +88.7% | -25.7% | +34.9% |
| 10Y | +267.8% | +87.6% | +180.1% | +181.5% |
| All | +1,160.4% | +1,492.6% | -332.2% | +588.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VTR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling