+88.8%
EMR vs VLTO
+56.1%
+32.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.1% |
| 7D | +2.1% | +2.0% | +0.1% | +1.4% |
| 30D | +4.8% | +21.8% | -17.0% | -3.5% |
| 3M | +7.5% | +20.2% | -12.7% | -0.5% |
| 6M | +20.9% | +36.3% | -15.5% | +5.2% |
| YTD | +29.2% | +18.8% | +10.3% | +19.8% |
| 1Y | +33.0% | +20.4% | +12.6% | +22.3% |
| 3Y | +109.8% | +71.9% | +37.8% | +75.0% |
| All | +88.8% | +56.1% | +32.7% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling