+86.1%
EMR vs VLTO
+57.1%
+29.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -2.0% | +1.5% | -3.5% | -2.5% |
| 30D | +2.8% | +20.9% | -18.1% | -5.0% |
| 3M | +2.0% | +21.4% | -19.4% | -6.0% |
| 6M | +20.7% | +37.6% | -16.9% | +4.7% |
| YTD | +27.3% | +19.5% | +7.8% | +17.8% |
| 1Y | +31.0% | +22.0% | +9.0% | +19.7% |
| 3Y | +103.6% | +70.7% | +32.9% | +69.7% |
| All | +86.1% | +57.1% | +29.0% | +58.7% |
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