+45.0%
EEM vs VTRS
+47.1%
-2.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -1.3% | -2.2% | +0.9% | -0.8% |
| 30D | +2.1% | +3.3% | -1.2% | +1.4% |
| 3M | +1.0% | +2.0% | -1.0% | +0.4% |
| 6M | +15.9% | +19.9% | -4.0% | +11.1% |
| YTD | +24.6% | +35.7% | -11.1% | +16.3% |
| 1Y | +32.3% | +68.1% | -35.8% | +17.9% |
| 3Y | +85.9% | +87.1% | -1.2% | +58.0% |
| All | +45.0% | +47.1% | -2.1% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 5y: compounded portfolio wealth divided by compounded VTRS 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…
5y analysis · Full analysis span regression · 6 months rolling