+216.7%
EME vs VLTO
+56.3%
+160.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -8.8% | +1.6% | -10.4% | -9.0% |
| 30D | -18.2% | +22.0% | -40.2% | -20.9% |
| 3M | -20.2% | +21.9% | -42.1% | -22.9% |
| 6M | -29.9% | +36.5% | -66.4% | -34.9% |
| YTD | +5.7% | +19.0% | -13.3% | +2.7% |
| 1Y | -1.5% | +21.0% | -22.4% | -5.0% |
| 3Y | +208.4% | +69.9% | +138.6% | +175.3% |
| All | +216.7% | +56.3% | +160.4% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling