+954.4%
VTI vs EMR
+833.4%
+121.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.3% |
| 7D | +0.6% | +3.1% | -2.4% | -0.9% |
| 30D | -1.1% | -3.5% | +2.4% | +0.5% |
| 3M | +3.9% | +9.8% | -5.9% | -1.5% |
| 6M | +14.6% | +10.8% | +3.8% | +7.5% |
| YTD | +13.3% | +15.9% | -2.6% | +3.0% |
| 1Y | +19.2% | +16.4% | +2.7% | +7.6% |
| 3Y | +77.4% | +62.1% | +15.3% | +31.7% |
| 5Y | +74.0% | +62.9% | +11.1% | +27.1% |
| 10Y | +294.6% | +267.8% | +26.9% | +74.9% |
| All | +954.4% | +833.4% | +121.0% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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