+86.0%
EMR vs VLTO
+56.4%
+29.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +2.8% | +1.0% | +1.9% | +2.5% |
| 30D | +3.7% | +17.5% | -13.8% | -3.0% |
| 3M | +2.0% | +21.4% | -19.4% | -6.0% |
| 6M | +22.1% | +38.1% | -16.0% | +5.7% |
| YTD | +27.2% | +19.0% | +8.2% | +17.9% |
| 1Y | +32.0% | +20.7% | +11.4% | +21.4% |
| 3Y | +103.3% | +64.3% | +39.0% | +70.3% |
| All | +86.0% | +56.4% | +29.6% | +58.9% |
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