+220.4%
EME vs VLTO
+56.1%
+164.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +7.2% |
| 7D | -4.4% | +2.0% | -6.4% | -4.7% |
| 30D | -17.3% | +21.8% | -39.1% | -20.0% |
| 3M | -20.0% | +20.2% | -40.2% | -22.5% |
| 6M | -29.1% | +36.3% | -65.4% | -34.1% |
| YTD | +6.9% | +18.8% | -11.9% | +3.9% |
| 1Y | +0.8% | +20.4% | -19.6% | -2.7% |
| 3Y | +214.4% | +71.9% | +142.5% | +180.1% |
| All | +220.4% | +56.1% | +164.3% | +191.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling