+80.8%
EMR vs VLTO
+54.8%
+26.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | -1.6% | +5.4% | -7.0% | -3.6% |
| 30D | +2.0% | +22.3% | -20.3% | -6.3% |
| 3M | +3.8% | +19.6% | -15.8% | -3.8% |
| 6M | +10.5% | +35.2% | -24.6% | -3.5% |
| YTD | +23.7% | +17.9% | +5.9% | +15.1% |
| 1Y | +25.4% | +19.5% | +5.9% | +15.7% |
| 3Y | +86.6% | +73.9% | +12.6% | +55.9% |
| All | +80.8% | +54.8% | +26.0% | +55.1% |
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