+938.9%
VTI vs EMR
+924.3%
+14.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.5% | +2.8% | -0.3% | +1.1% |
| 30D | -1.5% | +3.7% | -5.2% | -3.3% |
| 3M | -3.2% | +2.0% | -5.2% | -4.4% |
| 6M | +2.3% | +22.1% | -19.8% | -8.2% |
| YTD | +11.6% | +27.2% | -15.6% | -3.3% |
| 1Y | +13.8% | +32.0% | -18.3% | -3.4% |
| 3Y | +77.4% | +103.3% | -25.8% | +17.5% |
| 5Y | +64.6% | +88.2% | -23.7% | +11.8% |
| 10Y | +290.6% | +280.4% | +10.1% | +70.7% |
| All | +938.9% | +924.3% | +14.6% | +119.7% |
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