+24.6%
EME vs VLTO
-9.1%
+33.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.3% |
| 7D | +5.2% | -1.6% | +6.7% | +4.7% |
| 30D | -5.4% | -2.9% | -2.5% | -6.1% |
| 3M | -6.1% | +12.7% | -18.8% | -5.5% |
| 6M | +9.7% | +1.6% | +8.1% | +10.2% |
| YTD | +26.6% | -4.0% | +30.6% | +27.1% |
| 1Y | +24.6% | -10.2% | +34.8% | +26.2% |
| All | +24.6% | -9.1% | +33.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling