+2,486.9%
VRT vs EME
+964.8%
+1,522.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +0.3% |
| 7D | -8.4% | +3.5% | -11.9% | -10.6% |
| 30D | -10.9% | -6.3% | -4.5% | -6.0% |
| 3M | -13.7% | -3.8% | -9.9% | -11.0% |
| 6M | -4.1% | +8.5% | -12.6% | -9.0% |
| YTD | +58.7% | +27.8% | +30.9% | +34.1% |
| 1Y | +89.6% | +22.2% | +67.4% | +63.2% |
| 3Y | +558.1% | +253.5% | +304.7% | +219.3% |
| 5Y | +953.0% | +578.6% | +374.3% | +270.6% |
| All | +2,486.9% | +964.8% | +1,522.0% | +608.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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