+2,397.0%
VRT vs EEM
+84.5%
+2,312.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.5% | -3.2% |
| 7D | -7.7% | -0.7% | -7.0% | -6.8% |
| 30D | -12.0% | +2.4% | -14.4% | -14.0% |
| 3M | -11.7% | +4.2% | -15.8% | -13.8% |
| 6M | -8.1% | +14.8% | -22.9% | -19.4% |
| YTD | +53.2% | +23.1% | +30.1% | +26.0% |
| 1Y | +81.7% | +32.5% | +49.1% | +39.6% |
| 3Y | +535.3% | +85.9% | +449.4% | +261.9% |
| 5Y | +916.4% | +43.6% | +872.8% | +624.2% |
| All | +2,397.0% | +84.5% | +2,312.5% | +1,232.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EEM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling