+1,934.0%
VRT vs EME
+799.9%
+1,134.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.2% |
| 7D | +10.5% | +8.4% | +2.1% | +4.0% |
| 30D | -9.3% | -11.5% | +2.2% | +1.3% |
| 3M | -29.6% | -20.6% | -9.0% | -14.4% |
| 6M | -45.4% | -28.5% | -16.9% | -28.0% |
| YTD | +24.8% | +8.0% | +16.8% | +21.9% |
| 1Y | +23.6% | +6.8% | +16.9% | +22.1% |
| 3Y | +379.7% | +213.9% | +165.8% | +162.6% |
| 5Y | +660.3% | +414.8% | +245.5% | +222.3% |
| All | +1,934.0% | +799.9% | +1,134.1% | +543.9% |
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